If you are going to incorporate a running programme, it's probably best to walk initially. However, if you have no underlying health issues to prevent you from running, I (and my physiotherapist) recommend the Couch to 5k app. It's free.
Consider some mindfulness to calm your mind. It's not difficult and lots of info out there. Reframing your mindset from "oh this is too hard, argh" to "ok, my body's telling me I am ready" works for professional athletes.
Losing weight is difficult and not nearly as much fun as gaining it.
Good luck.