Hiya
Exercise definatley wont do you no harm, but as already stated dont think you have to do it straight away, listen to your body and do it when you have the energy. If you exercise too hard you will build/increase the muscle mass which weighs more than fat, so may dissapoint you if you see fat coming off slower! All you have to do is get your heart pumping (not mad) with a slight sweat on and that will burn fat at the optimum level (its actuall 65% of your max heart rate) To work out your MHR subtract your age from 220, this gives you your MHR ie 100%. You can work out the rest from there.
All you need to do is walk for at least 45mins 3-4 times a week.