Regarding weight loss, diet is more efficient to exercise. But exercise has tons of other benefit, especially regarding mental /physical health and it can also be the base of healthy habits to improve your lifestyle. Just compare one hour on the threadmill with a starbuck’s pumpkin spice latte.
Gym is not for everybody, there is tons of other sports, if you want to stick with it, find a sport you enjoy in a club with nice persons. If you exercise like you clean the toilets you won’t be regular, if you have a fun time with friends you will.
If you can afford a couple of kickstart session with a trainer, go for it.
Depending how overweight you are avoid running, and do body weight training and elliptical