Can't seem to lose weight :(

I'm 20 years old, I'm 5'4, and I weigh 260 lbs. I used to be really small for my height until I got on the Depo shot and it made me gain weight like crazy (I'm off of it now). I also have a thyroid issue and PCOS which make it incredibly hard to lose weight. I've been trying to diet and exercise but I see no progress. I'm a vegetarian and I don't eat much at all, just what I need and that's it. If anyone could recommend some work outs or some dieting tips, I'd be greatly appreciated. And please share your story if you have one, bc I could use the motivation. ❤