Lowering Cholesterol Advice

So back towards the end of this summer I had bloodwork done, and found out my triglycerides are super high. My doctor wanted to put me on medication for it but I never took it, considering I am only 21 years old, and some of my relatives had undesirable side effects from the meds. I want to try other options before taking medications to see if I make any improvement. So I want to try exercising and eating better!

I've been eating a little better than before, but it's difficult since I am a college student AND an incredibly picky eater. I also haven't exercised much before so I don't know where to start. I know I need to start slow so I was wondering if yoga can help with cholesterol? What sort of things help you lower your cholesterol? And if so, is there any methods that helps me stay around my current weight? I'm only 5'2" and 117 pounds and I really don't want to loose any more weight.