How do you make exercising at home fun?

I cannot sleep and I've been told it's because I don't exercise. The problem is I don't have any money to spend (as in, my pension covers half my rent and I am actively losing money every month) on hobbies and it's winter out there, so whatever I can do, I have to do within these four walls.

How do you make working out by yourself at home not be mind-bogglingly boring?