Good Afternoon Marianne.
Good for you that you at least understand that you must start exercising. It is so important for the health of our bodies and brain, more than just our weight. Exercise itself even helps with pain, because it causes us to release endorphins (our endogenous, or natural opiates
/painkillers that our body creates)
First, have you considered swimming? I understand for some it would be anxiety provoking to be in a bathing suit in front of others, but there are some good coverage suits available if you order them specialty (if that is a concern). There are swimming exercise courses available for arthritis and other joint conditions at most Y's. Most hospitals that have swimming pools have classes for obese or others that need to start an exercise program that is pain free. (The buoyancy of the water prevents the joint pain from occurring). Another option is a bicycle. If you have a safe and smooth place to ride it can be a wonderful way to lose weight, as your mind is easily occupied by scenery and such while you are riding. Usually if you start with a slow program and build up your minutes, there is little stress on the joints.
When you do start exercising, you will likely not see immediate weight loss, because your muscles will need to at first develop. I can vouch for this myself, after I started an exercise program that included frequent bicycling, I actually gained weight due to the muscle re-building, and it took a year for weight to come off, although I started losing inches sooner.
Another thing to be aware of, if you have not been evaluated by a physician, is that you should have some metabolic testing, to make sure that hypothyroid or other condition does not make it difficult for you to lose weight.
As far as medications or supplements to help with the pain before you exercise; Ibuprophen is one of the best medications for joint pain, and you could take a dose one hour before you exercise.
A supplement that some find helpful with joint pain is Glucosamine and Chondroitin. Although research studies have been mixed, it might be something you could look in to. A balanced article about it's benefits can be found HERE
As far as strengthening joints and muscles, the most important thing you can do is to eat the proper amounts of protein, health fats, and foods with calcium and magnesium.
Is any of this information new or helpful for you?
I have one other resource that might be good for you with good and again balanced information on weight loss and diet: See this LINK
Please do reply if you have further questions before rating me so that I can help you until you are completely satisfied with your answer.
Glucosamine and Chondroitin