Well I did it - my first interval training session. It wasn't that long, nor did it make me feel like I was going to absolutely die (like some exercise does). Now the goal is to make sure I keep doing it regularly, and then to increase intensity and/or duration.
If you really want to lose fat with any kind of speed, interval training is what you're looking for. First you have to determine your maximum heart rate. For some portion of time you want to do cardio at 65% of your maximum heart rate. Then, you need to work at 85% of your maximum rate. Obviously when you're beginning you need to have smaller goals - shorter periods of high intensity, and longer "rest" periods. Think about trying a 1:3 ratio, so 30 seconds of high intensity to 90 seconds of rest to start. Once you're in really good shape, you can switch the ratio so that your high intensity periods are longer than your rest. A heart monitor is going to be an ideal thing to have in order to keep track of your heart rate at any given time.
A lot of people would prefer just to do an easy run or swim for a long period time. The problem is that steady cardio won't change your body the way you need for sustained fat loss and increased lean muscle mass. Trust me, you want lean muscle mass. It looks better than skinny flab.
Lately I've found myself looking at people's bodies. This might sound weird, except that your fitness is one thing you have control over. You may not have control over your genetics, your age, but you have control over how you treat your body. It shows in how you move, how your limbs look. Even someone with an unfortunately slow metabolism can work and show muscles in their limbs and shoulders, and they look different than a person who never lifts weights or does any kind of training. The worst though, to me, is skinny with no muscles. The myth is that skinny is good, that you're ahead of the game when you're skinny. So a lot of skinny people don't worry about working out, why bother? They don't have to lose fat. Except they do need to gain weight - lean muscle mass. It's true that fat does a number on your body's system function, but just because you're skinny doesn't mean you're healthy.
Your body shows what you do. I find myself comparing my arms to other women's. A woman with buff arms is someone I respect because that is my goal. While I have muscles and strength like I've never had before, I still have some fat I need to lose. I don't need to be "cut" (in fact I don't want to be) but I do want to be ripped. Some women might think that a strange goal. I know that my testosterone levels are nowhere near a man's so I don't have to worry about looking like a veiny Mr. Hyde. There's no harm in me picking up some weights or doing some hardcore kick-boxing. I like training hard - it feels good in every way. But I really like that it is impossible for me to have a flabby butt, no matter how skinny I get.