How to not feel like shit while exercising?

After an almost 3 year hiatus on exercising due to depression and school, I am finally trying to get back into shape because I feel and look awful. However, everytime I try to exercise or move, I feel even worst. I do drink water, I do warm ups and I do stretch, but everything hurts after, my damaged nerves flare up, and I feel jittery. But I need to get back into shape.

Any tips?