For me going to gym was too big a step at the beginning.
I started off with having gym clothes, sneakers and a bottle of water next to my bed, so I could literally jump out of bed into workout clothes.
The first weeks I would just do stretches and maybe some jumping jacks.
Then I would add pushups.
Then squats. Then crunches/planks.
Then when that became routine, I would add a early morning/late nighttime jog, so there weren't many people around .outside yet.
Then when that became routine I was able to do the same but in normal hours/with people around.
Then after that, I started hitting the gym. I already had built up some conditioning with the previous exercises, and was used to "working out" around people. So I didn't feel so out of place in the gym.
The trick to all of these self improvement things, is to make the barrier to doing them as small as possible, and also to make the effort as small as possible in the beginning.
Small incremental steps, and habit/routine building is the key towards getting where you want to get.
Going from 0-100 generally only causes extra stress, and gives your brain excuses to not do the thing.