Don't be overwhelmed, it's really easy. Honestly!
At first, get yourself out for a walk as often as possible. If you work, try and have a wander on your lunch-break every day. No breaking a sweat, just take a nice stroll for thirty minutes at a time.
After a week or so, take one of those days and instead of walking, go to the Lift Heavy Things section of the PDF and see how many Push-ups, Pullups and Squats you can do and how long you can hold a Plank. Then look at the list and see where you should start out on the progression.
Have a walk the next day.
Day after, have a go at the LHT stuff for your particular level for each exercise. Aim for the target number. Don't be put off if your numbers don't hit the target. It's just a target. You'll get there.
Keep up the walking.
The week after, hit the gym and jump on a treadmill one day. Walk for a bit then pump up the speed for 20-30 seconds until you're sprinting. Walk for two minutes then do it again. Do the sprinting part 8-10 times, say 20 mins.
If you've not got a gym, look for a nice hill on one of your walks. Sprint up it, wander back down and repeat 8-10 times.
All simple. Just get out and get walking and the rest will fall into place.
Or swimming? I'm horrible at it (and don't enjoy it myself) but there's a good place to do some sprinting and some Moving Slowly.
Nice and easy. One thing at a time. You'll get there.
I must not fear. Fear is the mind-killer. Fear is the little-death that brings total obliteration.
I will face my fear. I will permit it to pass over me and through me.
And when it has gone past I will turn the inner eye to see its path.
Where the fear has gone there will be nothing. Only I will remain.