So proud that you did it, that's the first step, and you did good!
Never feel ashamed that you can't go full throttle, I swear when I started exercising I managed about 10 seconds before feeling like death, it gets easier! Also a good tip for when you're noticing those skinny, pretty girls is that maybe they didn't used to be so skinny, they're there working their butts off, just like you, and I bet most gym bunnies are thinking "Wow, a new person, good for them!", rarely is it fit people who are down on you for trying because they know how much hard work it takes.