Howdy and Welcome Aboard the Forum!
Self improvement (e.g. weight loss) is a good goal, and sailing can be an aid or reward to that goal too.
For one thing, sailing burns calories. If you become an active sailor, you will find you are using muscles (and burning calories) every time you go sailing.
The smaller boats such as "dinghy class" boats will have you using muscles you may have forgotten you have, and can be like doing crunches (ab exercises) as you will need to move from side to side of a boat, duck the boom, and lean out to balance the boat.
Small boats also don't usually have any winches, so the sailor will use more muscles to pull the sheets
(the ropes) to trim (adjust) the sails
. Sailing small boats (dinghys are generally about 15 feet or less in length) can be a lot of fun, even on a lake. As the boats get bigger, the activity tends to change.
On larger boats, the crew will usually need to use winches when the sailing requires tacking (changing the angle of the boat to the wind). On some boats that do a lot of tacking, the crew person who is on the winch
will get a good upper body workout as they "grind" or winch
in the sheets
(the lines or ropes that manipulate the sails). It can be very active and good exercise.
Good luck on your sailing adventures and have fun!