Help with a fitness plan?

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Hey alll! So the gym is intimidating enough for me, since I've hardly ever worked out before. I usually just stick with the elliptical for 30-45 minutes after work. I was just wondering if this is really the best option for me? Or if there is something else I should be doing to help me loose weight? I'm currently at the very top end of the "healthy" BMI range, so I don't have a ton to loose, but I'd at least like to be 20lbs lighter and with smaller thighs and a flatter stomach by July. Any suggestions for me?

btw I absolutely hate the treadmill, so please let me know of alternatives. I get out of breath really quickly (I'm currently 1 week into quitting smoking so hopefully that improves!) and I just feel embarrassed next to the tiny athletic runners around me :/

Thanks for any help! :)