Introducing exercise

Hello, you guys were so helpful with my previous post I thought I would ask this question here.

I don't exercise, I actually find walking from room to room can make me out of breath. Stairs are incredibly difficult and take quite some time to recover from. I am basically really unfit and don't know where to start. I feel ridiculous posting this as I assume I just need to push through but I end up feeling like I can't breathe and can get palpitations where it feels so weird and it stresses me out.

I can't go swimming or use a pool. I see videos of people who have lost so much weight absolutely killing it in the gym and I just feel too big to even leave the house. I don't want anyone to see me, let alone be seen trying (and potentially failing) to exercise. I have a fear of falling in public as I need something to support me to get up from the floor so really avoid going out, especially as I've had my ankle give out a couple of times recently and that is making me so much more nervous about this. I'm so scared of people seeing how limited I have become if I'm entirely honest about how I'm feeling.

Then I try to tell myself that weight loss is mainly diet so I just need to focus on that instead of exercise, but then I'm not sure that is the best plan. Has anyone been in a similar position and gone from no exercise to even just incorporating some? I do have a couple of health conditions, but was told I could push my HR to 140 but was too embarrassed to say that is my HR with walking short distances already, although maybe that is a sign I should just be doing short distances regularly until it improves? I basically don't know what I'm doing, and I don't want to do nothing, but I'm worried about doing things wrong and hurting myself.

Sorry for the ramble, I don't really talk about things like this, I tend to just pretend everything is fine!