Just starting out

This is a really hard post for me to make because I am currently so ashamed of my current weight/fitness level. I am 21 years old and have been overweight for most of my life. I grew up in a very unhealthy family and now that I am on my own it has been a struggle to try and live the healthy life that I was never accustomed to. I have started to slowly adjust my diet towards healthier foods, but exercising is a whole other battle. As embarrassing as it is to say, I have hardly ever exercised in my life. Never played sports, never really used exercise equipment. I am a 100% beginner.

The first thing I tried was doing P90, the way less hardcore version of 90x. It was a little bit challenging for me, but I was able to complete the workouts. Trouble is, I just really don't enjoy doing them. It's not that I expect to be 100% in love with any exercise, but there was just something about exercising in my living room and then going right back to sitting down and never even leaving my apartment that made me feel like I wasn't even exercising.

So I decided that I would try using the gym that is offered at the apartment complex that I live in. Today was my first day doing that, and I definitely preferred it to the exercise videos. But the trouble is that I have no idea where to start, having rarely used exercise equipment in my life. I figured the treadmill was a safe bet. I set the incline to about 6 and the speed about 4. And despite that seeming like such a wimpy level, it really kicked my *kitten*. I couldn't keep going for more than 10 minutes with how sweaty and out of breath I was.

And the problem is that it's just really hard to stay confident and power through it. After a really difficult year I am at the heaviest weight I have ever been at, and having trouble exercising at a speed that I feel like ANYONE should be able to accomplish just has my self esteem in shreds and makes me very hesitant to try again. So there begins the pattern of attempting to exercise, and then becoming so emotionally and physically destroyed in the process that the thought of trying again tomorrow makes me feel sick.

TL;DR: And so I am in desperate need of advice. How can I start exercising in a way that doesn't exhaust me so quickly or make me want to break down in tears at the gym? I want exercise to make me feel GOOD, not overly exhausted and an emotional mess. Maybe I need to start slower? And if so, how should I do that? Different speeds on the treadmill, or a different exercise method entirely? Anything that can help me start getting into shape and that I can really stick with, I'm game.

I really really appreciate any suggestions.