Its important to be checked out by your doc first to make sure you are healthy and there are no underlying health issues to start. If you are healthy and just overweight, start with your diet. You need to eat clean and in smaller portions but leave enough room for splurging a small bit everyday and then a big/better treat once a week so you don't feel deprived. The key is a calorie deficit. For exercises, I recommend Zumba or kickboxing, personally, because it makes you feel like you are doing something to workout and learn something for day to day life (Zumba, dancing; Kickboxing, self defense).
I have lost 40 pounds since September while breastfeeding. Some say more than 1-2 pounds per week is bad but it isn't always the case. Its all about how you feel and re-training your body.
Losing weight quickly usually means putting it back on, because the only way to permanently lose weight is to permanently change your diet and lifestyle, and that takes time. Of course, if you're grossly overweight and completely sedentary, losing weight will be quicker doing anything positive than if you're not that overweight and already exercising, in which case it will take more time but also be easier to get to your ultimate goal. Calories are a factor, but metabolism of what you eat is far more important -- eat things that turn to fat if not immediately burned will cause weight gain far more than eating higher calorie foods that don't do that. An example I always posit is eating a piece of white bread, which isn't all that high in calories but will turn quickly into sugar and store as fat if not burned right away, whereas salmon is high in fat and calories but you'll have a hard time getting fat eating it.