Does anyone else struggle with working out?

So, I recently started going to the gym. I'm overweight and I'm trying to change that. I noticed that every time I workout one of the following two things might happen.

1. I get horrible after workout fatigue. Even when I do eat a healthy breakfast I still feel terrible after working out and I want to eat a mountain of food. I also feel shaky like I'm going to past out. I feel dizzy when I get off the machines sometimes.
2. I can't workout because of the painful unbearable workout sensations.

Right now I feel so weak i can't move my limbs. I don't know what to do, I feel like I'm going to throw up...