If you've never exercised, your first step is to start, simple as that. I can speak from experience, of course, that it's not necessarily so easy as that. Your first few sessions, you're probably going to want to quit after a few minutes both because you start feeling out of breath and because exercise can be boring if you don't feel you're making progress. There are a ton of exercise programs out there, and choosing one means you need to figure out what you want to accomplish. If the intent is just to get moving and become more healthy, I'd recommend starting with brisk walking. It's not that terribly intensive, but it does get you moving. After that, try very brief runs, something like 30 seconds at a time, not running faster than what you can maintain while talking without getting out of breath, after a few minutes of walking. The C25k (Couch to 5k) program takes this approach and there are a ton of free (or at least free with ads) smartphone apps to help keep you on-track.
Skipping, whether it's skipping rope or the movement, is actually not such a bad idea. If requires more cardiovascular activity and muscle effort than just walking, and it can be fun. FWIW, the Six to Start app, Zombies Run 5k includes skipping and leg lifts in its version of the C25k plan and includes an amusing narrative in the process.
Aside from that, I'd say work in a few bodyweight exercises, things like pushups, squats, jumping jacks, and torso twists. The key I've found is to set yourself a goal (starting with a modest one. Ten pushups in a row may very well be beyond you, and 20 jumping jacks is more challenging than many people credit) and to push yourself with that carrot of that you "just" need to do that many. This isn't going to blast your fitness or anything like that, but it once again gets you used to the idea of exercising, and they generally don't require much warmup (warmups and cool-downs are the bane of my "quick workout" experience since they take five minutes of exercise and turn it into fifteen). Another common suggestion is "greasing the groove" by just pumping out a handful of them whenever you have a spare moment, not pushing yourself into real exertion, but just doing the movement. If you do video games or the computer, you may be able to do it during loading screens.
Above all, good on you for trying to get more exercise! Secondly, don't feel discouraged if you fall off on it a bit. Just starting this will help with your health, and taking a week off because you're busy with work, or because you overdid it in a workout, is perfectly normal, and won't really hurt you in your fitness goals.