I honestly feel you're better off not exercising after my experiences.
In 2013 I ran quite a bit, 2 to 4 miles a day. I had been doing this for several years and had a washboard stomach, rippling calves. Was never much of an arms guy. During one of my runs that year my knee did something it never did before, it bent backwards. I had pain on the inner knee that wouldn't go away. I went in to see my doc at Kaiser.
"You're 5'10 and 180 lbs, you need to lose weight"
"But I'm all muscle!"
"Ortho won't do anything for you at that weight"
Kaiser in all their infinite wisdom had cursed me that day. Despite being in the best shape of my life, sleeping soundly, tons of energy, my doc just looked at a BMI chart and decided the state of my health. I'd later self diagnose this as a torn meniscus, something pretty easy for them to fix. They're just not going to do it. With my body unable to burn calories like it did before, my weight has shot through the roof.
With that, I'd say not doing exercise might have been better. What I wouldn't give to be able to just walk a mile without pain, or up a flight of stairs without the knee clicking.