i'm somewhat close to your stats: 33 male, 5'10", 202...
i've been working out for 3 weeks and have lost 3 pounds. it doesn't sound like much, but i can definitely tell the difference. plus, one has to factor in that i completelty over did it on the weights the first day and was so sore that i couldn't lift again until 4 days later. i also wasn't cutting enough calories the first week to make any significant progress. given my current exercise regime and nutrition plan, i expect to lose around 2 pounds per week. but enough about me!
i really enjoy the elliptical machine. three weeks ago, i could barely do 10 minutes on the lowest fat burning setting at the lowest intensity. now i'm up to 40 minutes with no problem. i've just recently started utilizing the high intensity interval options. the point? start out at low intensity, low time and add a little more time or distance each time you use the machine. sounds like common sense, i know, but similar to you, i've started exercise programs before in the past and stopped because i so over did it at the start.
i'm a newbie at weight training and will let the more knowledgeable and experienced traineos discuss that. i do really enjoy that aspect of the gym though. i think i would get bored just going exclusively cardio...