The biggest advice I can give when you start to work out is to go slow. The first day you work out at the gym opr when you're running, you should test yourself to see what your abilities are...so I would start with finding out what your weight max is in various exercises (Bench Press + Situps, the works), and then once you figure out what to do, you need to figure out a workout plan.
Since you said you're not in good shape and you want to be, I would say you should focus primarily on cardiovascular activity (Aerobics exercises) as well as endurance training (High reps, low weights) when it comes to the workout machines so you can tone your muscles, not make them bigger.
That'd be my recommendation
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