Tips for getting into physical activity?

For people that are not comfortable to go to the gym (included there), I'd recommend going with a friend. Makes stuff way less awkward for you because you can just joke about it. If that's not an option, running/cycling are always good for weight loss and IMO calisthenics at home can do much needed work for beginners that want some muscle.
Just don't think you'll be able to do the medium workouts if you are out of shape/physically weak because those are quite straining even if they do look easy.