People watch Biggest Loser, where the film editors make a point of showing people grimacing and sweating at their breaking point, and it looks like that's what working out is supposed to be like. It's not true. It's given a spin for the purposes of drama.
Yes, you have to sweat, but you should never be unable to catch your breath when exercising. If you are terribly sore, you are doing too much and too fast. Go every day, but vary what you do from day to day. Don't do weight machines two days in a row unless you do upper body one day and lower body the next. Use the exercise bike one day, the treadmill the next.
From your photo you look like a younger person. Why not just stay fat? Why not just be happy eating cookies? Well...
It's not about feeling better, it's about getting better. I can tell you from experience that it doesn't get easier to lose weight later on. NOW is the best time to lower your weight, become fit, and learn how to eat properly, so that you can maintain your weight at a lower level.
Don't try to fix everything in one week... you didn't gain the weight overnight, and it won't go away overnight, either. Darn it.
Jay