Trying once more to do this 'looking after yourself' thing

Another session at the gym.
I've got a six-week membership with a local gym (that has 3 different locations within reach) in the hope of kick-starting my body on the road to health, general fitness, and weight loss. Allegedly (according to government figures, and various calculations) I am 'overweight'. The fact is I know that each time I do get weighed, perhaps twice a year, I'm getting heavier.
So on the first visit I chat with this guy - about half my age and wih a physique that was not created sitting in front of the fire reading books - and he finds out a bit about my background, lifestyle, attitudes (LOL - that bewildred him), and exactly WHY I have no time for gyms or sport or other such activites. He claimed to understand my need to avoid boredom and keep my brain active and thinking during my activities - my past play with martial arts and my dance activities were talked about. His advice to burn fat away as effectively as possible? Bodybuilding

YES I understand his point about getting every move exactly right, but I really didn't feel up to explaining to him the difference between 'concentration' and 'thinking'
As my approach is weight loss, it seems I don't need to "go like the clappers" but need to keep my heart rate lower on jobs like wakling uphill (on the treadmill) or walking up the decending set of steps (climbing stairs). Can you hear me snoring? There is one machine I spotted - an exercise bike with it's own TV screen that has a games section. More on this later.
So on Thursday I climbed a hill for 20 minutes then did a 'Body Balance' class that is supposed to combine Tai Chi, Pilates, and Yoga (in a formuleaic approved sequence of moves that doesn't do any of those individual activities justice). It was hard work and showed me just how unfit I've become - but I got through it.
For the next 3 days my body ached from it. Seriously badly. The sort of pain that says
"OK - don't know why you did that, but don't do it again!".
Since I've paid my £40 for the 6 weeks I'm going to try and get along at least twice a week, and so on the way home tonight I stopped for an hour that included 10 minutes climbing stairs (29 flights the readout said). Followed by some work on my arms on the weights machines. Then round to the bikes i mentioned where I started myself of slow and steady (hoping to keep the heart rate right) - found the 'games' section - and decided that I wasn't going to stop peddeling until I'd completed one of the 'Easy' level Sudoku puzzles you can do on the screen
It's surprisingly difficult thinking in this way while trying to move. I'm sure I could have done the offered puzzle in a lot less than the 9:48 minutes it took - but I did it and cycled all the way.
Once again I was asked the question afterwards -
"But don't you feel better after doing the exercise?".... How many times can I answer
"NO!!!"? Whatever this 'Buzz' people talk about is, it does NOT happen within my body. All exercise is for me is damned hard work that leaves me hungry, thirsty, sore, and tired.

[Sorry - drifting towards 'Winge' thread].