How to start getting healthier

I am 32, about 5'5 and qeigh about 230 maybe alittle more. I do have depression and social anxiety so its hard to get motivated. Most my weight came from different birth controls over the years. Mainly the depo shot but I havent been on anything in years. I want to loose weight in my thighs, stomach and hips area. This week I plan to start cutting back on sugar. I relied on it alot with my depression. And I am a very picky eater so that is not helping. Just looking for advice on where to start and how to overcome my insecurity that has been preventing me from doing anything.