Losing weight is actually more about eating at a calorie deficit rather than what exercise you choose. Exercise is still very important in overall health though and can certainly help lose weight, but the actual mechanism is a calorie deficit.
But to more answer your question, chose something you enjoy so that you actually have motivation to stick with it. If you like cardio, do cardio, if you like weight lifting do that, if you like calisthenics do that.
And the last thing, be patient with it and yourself but be consistent in both exercise and eating well. As long as you are consistent you will see results.
Good luck!