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We are constantly burn calories, even while you sleep! For 10 minutes of sleep we spent 16kcal!
What actually happens is that we eat more amount of calories than our body to spend to stay alive. But if we have a more active lifestyle, we can increase that energy expenditure.
However, the exercise, despite allowing to waste calories, it doesn`t serve per se as the sole method for losing weight. It has to be complemented by a balanced diet.
If you don´t maintain a very active life, then it`s time to start practicing some exercise. But remember that it is important to start by lower levels of effort and gradually go on increasing the intensity of exercise.
Generally, aerobic activities (eg running, cycling) are more effective for weight loss (burn more calories), while the more anaerobic activities (eg, weight lifting, gymnastics located), that are more suitable for the maintenance of weight.
Or you can simply increase physical activity in day-to-day, following the tips I gave in the previous post of physical excercise.