Don't bother with the gym, it will almost certainly just be a waste of money and a source of stress.

Instead, learn how to eat healthily (good start is eating less in general and eating more greens) and start easing yourself into getting more exercise.
The key to weight loss is making changes that you can maintain for the rest of your life, otherwise you will inevitably rebound and be sad.

If you can, probably the single most effective way to lose weight for most people is to start biking or walking to work, this is a trivial way to burn tons of calories compared to driving.

Also important is to fully expect it to take a year before you notice a difference, this is going to be a lifestyle change so you have to commit, and it's better to be positively surprised to see a difference early, than the opposite.