General rule on knowing if you're doing it right, you should feel it in your muscles and not in your joints. There's plenty of online resources to see how to do exercises properly and even upload videos to get some feedback if you're comfortable with it. You can also book a couple of sessions with a personal trainer if you are able to.

I'd recommend starting with the basic bodyweight exercises. Push-ups, pull-ups, dips, squats, planks. Those kinds of things. If you're having trouble doing it unassisted it then do it partially until you can do it fully. Gyms also have machines that can help you do it with weights to make it easier as you build up muscle.

Lifting weights is also a good idea, but just make sure you don't just do curls and triceps extensions. You need to make sure you do exercises for all your body as all your muscles work together, and if some are more developed than others, it could lead to things like cramps, soreness, and bad posture. This is partly why I recommended the bodyweight exercises in my paragraph above. They're good at targeting a lot of muscles in each workout.