I had no heavy exercise for 6 weeks. I started running week 6, week 8 ran my first race (walked and ran it). For me I like running, I run 4-5x a week, 2 days of weight training and 1 day of yoga. I've also started throwing in biking and swimming in the thoughts that I'll probably do a Tri next year.
Really the key to exercise is finding somethign you like and you will go back to every day. If you hate it, will power will only get you so far. So if running isn't your thing, try something else. Maybe Zumba is, or spinning (talk about burning some mad calories). Also, if you can hire a trainer even if it is just 2 or 3x, they can really help you find something you may enjoy.