good starter exercise class?

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i am just starting to attempt to get in shape and just got a gym membership. i tend to get bored on treadmills and hungry after swimming. i thought a class (think zumba, but not as high impact to start) may help. i'm not really sure what is a good idea although my gym has many options. i was considering water zumba. i dont do much physical activity right now, i am asthmatic and cannot complete most programs. would it be better for me just to keep walking for now until i get into better shape? i appreciate any advice.