Desperately need advice before my body collapses

Hey guys,

My name is Chris, I'm a 25 year old girl who's had a lot of trouble over the past few years trying to gain weight and get healthy. I've seen plenty of doctors and nutritionists and so far all attempts have been pretty unsuccessful. I can no longer afford to be spending my money on professional help, specially since it doesn't seem to be doing much to change my situation, so I could really use some advice on how to help myself at home.

A little on my situation: I have a ridiculously fast metabolism. My height is about 156cm (5'1 ft) and I currently weigh 37.5 kg (82.5 lbs). Yeah! Exactly. What the hell? Honestly I usually weigh in at about 40-41kg (88-90lbs) but after a stressful month of intensive studying at university I went down to 38kg, then got food poisoning the other day and lost another kilo. It usually takes me about a day of not eating properly to lose a kilo and a couple of months of trying really hard to gain it back. I don't seem to have any major underlying health problems that are causing this. I've checked everything from parasites to hormones and stomach problems and no doctor has been able to detect what on earth is causing my body to burn everything I eat. I used to be quite athletic growing up, and was not so severely underweight back then, but it's safe to say that I've been sitting on my ass for the past 6 years and this seems to have contributed to my weight loss. I also smoke, which is definitely not helping, and I'm trying to cut down on that. I'm starting to think that exercise may be the only thing that will save me, I'm starting to seriously fear that my health will deteriorate very quickly if I don't find a way to get myself moving and eating properly.

My financial situation at the moment means that I will be needing to help myself. I have a treadmill at home, a yoga mat, some weights I can use. I think I should buy protein shakes, a few doctors recommended that but I never got around to it. The thing is, my back is seriously weak (I apparently have melted all my back muscles) and my knees are weak as well (I damaged them pushing myself too hard in gymnastics when I was a teenager. Did 11 years of ballet and 7 of gymnastics. Oh the good old days!)

So I need to start somewhere but I have no idea where to start to avoid damaging myself or pushing myself too hard. I need to build muscle, get my cardiovascular system functioning again after years of smoking and leading a sedentary lifestyle. Any tips on how to get started? What kind of exercise should I start with, what should I eat? Should I eat before or after working out? I've got the motivation and now all I need is the direction. I'm also hoping to start mixed martial arts soon so I need to be physically ready for that. Much appreciated guys! I hope I get a few replies.
 
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