My daughter was afraid to go to basketball practice, because she didn't know how to play. She was intimidated when she saw that all the other kids were able to dribble and shoot. However, the coach had them each start by simply learning how to hold a ball correctly. She learned very quickly that you didn't have to know how to do everything to get started. The same goes for exercise.
The key is to start with the basics and progress at YOUR own pace! Doing so will build your confidence and alleviate your fears. You don't have to be Michael Jordan the first time you pick up a basketball right? If you start off with simple exercises and do light reps to learn the correct form, you'll be comfortable progressing to something simple but not easy in no time!
Dribbling is simple, but it certainly wasn't easy for my daughter. After a couple practices, she got better and was enjoying it. I've had clients progress in as little as two sessions and others that take up to a month or more before they're comfortable increasing the challenge. Every individual has their own pace, and trying to keep pace with others is like trying to keep up with the Joneses. It's unrealistic and will only lead to discouragement.
Don't let your fears of not being perfect paralyze you from taking the first step that could save your life…or at least change it in a very significant and positive manner. Imagine what it would feel like to be proud of your body: to not be afraid to look in the mirror, to enjoy shopping for new clothes, and… dare I say, to actually want to show it off!
When you're first starting out, have patience and don't take on too much. Don't worry about what you "should" be doing either… JUST MOVE! Once you get in the habit of moving (walking, light lifting, etc.) then you can worry about honing your skills. My daughter did it, so can you!