Buy a heart rate monitor
They make monitors that strap to your chest with a watch that keeps track of your heart rate when you exercise. That way you can keep track of your heartrate to know what your heart is doing while you exercise. It will help tell you when you are flagging and not exercising to capacity and when you are overdoing it.
Choose an exercise you like to do
You will be more motivated if your exercise is an activity you already like to do. If you like swimming, start with swimming. If you like biking, get out your bike. Walking, run, hike, dance, or take one of the many unique and interesting fitness classes. Research has shown that you exercise longer and more often if the activity you are doing is something you already like to do.