Dance classes are a great place to be reminded that general rules are essential for betting and useless for understanding individuals. A quarter to a third of fat people are medically healthy, and I suspect most, if not all, of them get their share of exercise. At the Y's dance classes, some of the most impressive dancers are fat.
If you're out of shape, you're out of shape, whether you're fat or thin. So if you decide to start exercising after a period of inactivity, don't think about your weight. Think about the fact that it'll take you a few weeks to be comfortable being active again.
Also, fat or thin, make sure you've got good shoes.
Possibly of interest:
Obese But Healthy? Gray Area Confounds Science | LiveScience
Evidence: Fat People Can Be as Healthy as Thin People » Sociological Images
If Obesity Is a Disease, Why Are So Many Obese People Healthy? | TIME.com
Fat but fit people as healthy as normal weight ones: research - Telegraph