Walking can get you a really long way.

The most important thing is to find something that you actually enjoy doing, because that's the only way it'll stick, and it sticking is the only way you get any long-term benefits.

In my journey, it was approximately these things in this order:

• I tried running, but didn't enjoy it one bit. I didn't understand how to do it properly so it just hurt constantly and gave me lackluster results, so naturally I stopped after a while
• I then picked up walking during the pandemic. I found that if I put on a podcast or audiobook I could do it for multiple hours at a time, just walking around in the forest where I lived back then
• Then I picked up cycling for transport, first to buy groceries and other things, and later also to commute to work. A pair of appropriate headphones for this also helps immensely, being able to listen to podcasts while riding is excellent
• Then I got back into weight lifting, which I had done maybe 10 years back but dropped after I lost easy access to a gym when moving. I always enjoyed this so there's no real friction here, but the podcasts also keep me mentally stimulated here
• Finally, I got back into running, which was now fun all of a sudden because of everything I had learned about how to do it properly. I started joining a running club with which I run once a week, and learned that it's quite fun to run with others, and started joining races, which was also great fun

Your journey is probably not going to look like mine, but the first step may look similar at least. After that, it's all about trying different things to see whether they could be for you, or not.