You should go as often as your body allows you to go.
I'm 5'9 382 lbs, and 25 years old. i go 5 days a week and hit the tread for a half hour.
something i've done. I told my self as soon as i jump on that treadmill my body doesn't leave until i have done at least 1 mile. i did that for the first two weeks. now i don't think about getting off of it till it says 1.25 miles.
most of the times i push my self hard for the first mile, then slow the machine up to a real fast walking pace, enough to keep my heart rate up with out my legs cramping. I finished out my 30 minutes and do a cool down lap around the parking lot or the floor of the gym.
set small obtainable goals man. Remember this is a life style change! it will take time.