Short and frequent. Aim to exercise often, even two or three times a day, but keep the sessions short and sweet (10 to 15 minutes is plenty). If it hurts, stop, and if you dread your workout, change it. The pursuit of fitness should be a pleasure, not a punishment.
Take care of your skin. One of the most troublesome problems large exercisers face is chafing, especially of the thighs. Minimize the problem by wearing form-fitting clothes, preferably a synthetic fabric that wicks away sweat. When it's time to hit the showers, use antibacterial soap and dry all body folds well.
Be kind...