Here's a checklist for you when you get down to puffing and panting...
Importantly don't push yourself when you are over tired.
Don't exercise on an empty stomach. Have a small drink or snack before you start to exercise session.
For the first time don't work out for more than 5-7 minutes.
Always start the exercise session with a warm up and end with a cooling down period.
Wear comfortable shoes and clothes.
Ensure there is enough space around you, so that you can stretch your arms and legs.
Do not exercise in a congested place.