You do too much too soon
If you go from couch potato to working out intensely five days a week, you can end up hurt. Instead, start with two or three workouts a week and gradually build to more advanced workouts and greater frequency.
You focus only on weight loss
This sounds like good motivation but it's a problem because it takes time. This also implies an end. Focus, instead, on getting fit and look at other, more immediate positive benefits of exercise, such as feeling more energetic and sleeping better.
You take the wrong approach
Before you decide on any one workout style, consider what has worked for you in the past. If you're not a fan of crowds, a gym might not be the best approach. You might choose personal training or a home DVD workout. If you're motivated by others, a group class will keep you coming back regularly. CrossFit might work for you or maybe you prefer yoga. You must enjoy your workout to be consistent.
You have unrealistic expectations
Results, typically don't happen quickly. Weight loss and fitness involve time and work. Consider how long it's taken you to get out of shape. Some people expect results in a week and then quit when they don't see it. Getting your body IN shape can take more time than it does for your body to get out of shape.
You learn by watching others
Copying the exercise form of another gym member or a person in class other than the instructor can result in bad habits. In addition to not knowing the proper form, the other person may be at a different level than you. Ask a qualified trainer to show you how to use a machine or perform an exercise before doing it yourself.
Get Started, Keep Moving and Enjoy Your Food