I think one of the most important things when it comes to weight loss is following a program that works for you. No one knows your body better than you. Many people get caught up in following different programs that people post on the internet, and end up failing at reaching their goals. Reading different plans is a great starting point and you can try out different things that people suggest, but don't be afraid to modify plans to fit you.
When starting out it is important to know your limits. If you have never worked out or haven't in a very long time, do not go to the gym and place your treadmill on an incline of 10 at a speed of 4 because you read that's a good workout. All you are going to end up doing is 5 minutes if that and getting off the machine and going home feeling discourage. Yes it is important to push yourself, but you must know how. You want to be able to do your cardio workout for at least 30 mins with an elevated heart rate, (there are several sites that will tell you what your heart rate range should be based on age). So if no incline at a speed of 3 does that for you then start there. After a week or two your body will adjust and you can start to increase inclines and speeds.
This is also important when it comes to your diet plan. Drastically cutting calories is a great way to lose weight fast however you won't stick with it, or once you reach your goal old eating habits come back and you gain all the weight back and some. At my largest with no exercise my body burned around 2100 cals just functioning so cutting my diet down to 1500 a day was enough to start stimulating weight loss. We all know to lose weight we must burn more calories than we take in. 1500 cals a day was reasonable and allowed me to find many foods to eat without starving. Also, learning to split it up into 5 or 6 meals a day kept me from having crazy hunger pains. By not going crazy and cutting down to a 1000 calories a day diet I was able to stick with my plan and learned better eating habits. I suggest that everyone goes online and use one of the BMR calculators to give them an idea on what they burn. However if you just started going to the gym the day before I wouldn't suggest putting in that you are active quiet yet.
Combine a healthy diet with an exercise program that works for you pounds will come off. You are not magically going to lose 20lbs in a week. You didn't gain the weight that fast so there is no point in thinking you are going to lose it that fast. Losing weight takes time and dedication.