It is now my belief that the best way to start is with bodyweight exercises.
How many push-ups can you do? Can you do 30 good, full-range push-ups without stopping? If not, just keep working on push-ups. No sense bench pressing if you can't even do push-ups. When you can do 30 good push-ups, then graduate to parallel bar dips, and from there to the bench press.
How about body squats? Can you do 50 picture-perfect squats with no weight added? If not, the body squats will help you strengthen muscles while safely working on form. Once you can do 50 body squats then you can graduate to goblet squats with a dumbbell and then on to barbell back squats.
Chin-ups are another quality bodyweight exercise that will build a lot of strength where you need it for more complex movements later on in your training. If you can't do several good full-range pull-ups, then start with inverted rows and be progressive by either creating a steeper angle or adding weight.
Round off the above three exercises with simple back raises that can eventually become stiff-legged deadlifts, and good 'ol fashioned sit-ups for a complete and effective full-body workout that you can do three days a week. As you progress into more complex exercises like bench, squats, pull-ups, Stiff-legged deadlifts and sit-ups, you'll have the makings of a fine full-body workout that can be expanded upon later as your strength and conditioning allows.