If you're starting now, I'd suggest losing weight first. I know you said you're "pretty fat" but what's your height and weight?
The reason I say this is because working out is going to be something new, and like most things we start to do, the chances are we won't carry on doing. Consistency is, IMO, the most important aspect of having a satisfying body. If you're fat, losing weight won't be that hard, and after a short period you will see results; these results will motivate you to be consistent. Start jogging and walking on the treadmill, jog until you're out of breath, then walk. You'll probably die to run 0.5k at a time, at first, but in 2 weeks time you'll probably get 2k easily. These marks also help motivating you to keep working out.
After you lose some satisfying amount of weight, start working on building muscles.