Exercise. Exactly how is not important. What matters is just being consistent. Eventually it becomes a habit that will grow with you.
If it's difficult or frustrating, you're probably trying too hard. Ease up next time. If it feels like a chore, you're not doing the right activity for you. It should be enjoyable.
On a sort of related note, I started writing down what I eat in one of those apps that also sums up nutritional information (Waistline on Android). It is quite useful to be more aware of how much you actually eat. Doesn't prevent you from eating unhealthy stuff sometimes of course but it prevents you from lying about it to yourself with selective memory.
Certainly! Just do something. Consistency matters. The nature of activity you choose is insignificant when you consider doing something, vs. doing nothing.