My counsellor was after me to exercise more when my depression was at its worst. You're right, the hardest part is getting yourself motivated to actually do it. I ... uh, lack that motivation.

But my walk from my residence to class every day was always my favourite part of the day, because even that light exercise left my mood lifted for a little while. Exercise is good for you as long as you're being healthy about it -- don't overdo it and make sure you're eating a healthy, balanced diet. If you're concerned that you might be harming yourself through exercise or that there might be healthier approaches, you can always make an appointment with your doctor, or some gyms can set you up with a regime specifically tailored to your needs.
Congrats on the weight loss!