Walking is very underrated in my opinion, especially at the start of someone's plan to start burning fat. spam the fat.com has a tool which takes your age, weight, height etc and tells you what your Basal Metabolic Rate* is (BMR - the amount of calories your body comsumes by doing nothing all day. If you eat less than this you will lose weight and vice versa).
There is also a tool that gives you a large variety of exercises. It will take your details into account and will say how many calories a certain exercise will use up for accumulative periods of time. Everything from walking, to doing the dishes is there. Check the walking app and it will surprise you how much calories are consumed.
Other benefits (apart from all your leg muscles) from walking are that if you are bracing your torso, your abs will be worked on.
If you work, get off a bus-train stop early and walk the rest of the way to work/home. You will notice the benefits.