Physical activity is only good if you first get a full body check up. If you've decided to work out intensely and shed those awful extra pounds then you should do it safely!
Any gym has specialized doctors from which you can get the best advises and a full report on your health condition. Knowing your weak and strong points can determine a healthy or dangerous form of exercise.
Don't forget that an older person has much more limited physical abilities, and a younger person can make more intense exercises. However, exercise is good for all ages and should be practiced from 7 to 77 years old!
In a physical exam you have to reveal your health history and do a resistance tests along with equipments that will measure your respiratory and cardiac capacities.
The physical evaluation is often divided between the resistance test and a strength test.
The first one depends, obviously, on a person's age and physical condition. You'll be asked to run or walk for some minutes: older or more obese people will surely have much more difficulty in this test. The second test uses weights and measures how much your body can take.
If you're more than 35, you should definitely do a full check up before you start working out. It's very important to know if you have any heart condition, back problem, etc.. Exercise is meant to improve your health and not to ruin it.
Working out is all about having good sense. Start with lighter exercises until you get used to it. You can increase the rhythm and intensity of the exercises as you feel your body gains some resistance. It's very important to stop when you feel any pain and to seek guidance with a personal trainer (at least in the first month) that can advise you and determine which types of exercises will have more effect on you!