Nervous about exercise

I have an obvious desire to change.  I am nervous however.  I am afraid that I will not stick to an exercise routine.  I like to walk and do other exercises but I am nervous about it.  To many, it makes no sense, but I am anxious about it.  I ate well today and I spent a lot of time learning how to eat.  I figure that doing a lot of work yet eating badly does no good.  So I wonder where I should begin?