I think it's more of an issue of using diet to mean something that it's not. These days people consider dieting to mean that you don't eat at all or cut back, when diet is really just about what you eat, how many portions and how frequently. A huge part of exercise is how you eat, it probably accounts for even more than the actual exercising which is still important.
But if you aren't adjusting your diet, like others have been saying, then you will have less success. More small meals a day with healthy food will boost your metabolism for instance. Walking is a good way to start like I've said before. And I agree with everyone else that you should start off slow because you and your body need time to adjust. When people start working out, they tend to eat more than when they weren't. Why? Because their body and metabolism needs that extra boost of energy. Eating a healthy breakfast gets your metabolism going in the morning. The difference is what kinds of foods you are eating. That isn't easy when you're a picky eater, but there are a variety of healthy foods that we simply overlook, and the truth is you can probably find a combination that you like.
And Nero is absolutely right. Find something you like to do that would exercise your body. If it works out your entire body then even better. You want to make this fun, and it can be.
But the thing is, your diet is a very important aspect in this. Treat it just as important as the exercises.