Find a form of exercise you enjoy doing for its own sake - and it doesnt need to be in the gym, in fact given that you feel you need to be perfect at something the first time, you might be better off doing something not gym based
I swim every day I can, usually get in between 10-12 km of laps a week, I also cycle to/from the pool, work, shops, in fact anything I can. Cycling instead of driving will not only improve your fitness and help lose weight, but also save money if you use a bike to get places you'd otherwise drive or take public transport. You could also do hiking or even just walking. Just going for a walk/ hike in nature is a good way to alleviate depression too (as is cycling). You may find there are hiking/ walking groups in your area, maybe even an LGBT one, that will have the bonus of giving you some socialising on top
Whatever you do, quit your side gig unless you really need the money, and quit or restrict the amount of gaming you do, commit to doing something physical instead outside if possible.