Hey Emmy, welcome!
So, let's see.
This is what -I- did. I've been having luck with it. I'm no doctor or nutritionist or anything- it's always wise to see a doc before you start working out or changing how you eat.
Anywho-
I count calories. There are lots of great sites for that. I love SparkPeople personally. Or you can use a pen and paper, there are also great apps for both iPhone and Android. I usually aim for between 1200-1500 per day.
After you figure that out, consider exercise. What do you want to do? How much time can you put into it? What do you enjoy doing? Cardio is a great place to start. Lots of people do weightlifting also and have excellent success

I do 45 mins of cardio (I love the elliptical) and then do Jillian Michael's body revolution. If you don't want to join a gym, consider a workout video. Or running. Or anything that gets your heart rate up and gets you movin'!
Start by taking some before pictures, btw :] It'll be fun to look at your progress!