How to start workout?

M19 , was busy with jee for last 3 yrs , and now really want to upgrade myself.

Height 5'7 , weight 52 kg

Should I join a local gym or do some home workout ? I tried with resitance bands but coudn't be consistent. Also suggest me about protein intake , im a pure vegerarian so should i go for whey straightaway or complete my daily intake through diet only