I guess a lot of people suffer from lack of confidence. That results in regrets or even else.
That's why I would suggest YOU to start working out. Not because you could look better.. but it's a great way to communicate, spend your time and once you feel the results you will feel better about your self. The way it works on you, is not that easy to explain, but let me tell you - IT WORKS.
It does not mean you have to gym if your not into that, just exercise at home, maybe start running or cycling.
By doing that, there is no way to feel worse..... well maybe the next day after a huge workout, but that is part of the adventure.
I would advise going to a gym, since it would mostly train your whole body, you can meet some new people and it's usually longer then a short run, etc.
Watch some YT videos about training, eating right so when your first time there, you at least know something, and trust me... nobody is going to laugh at you if you don't know something or the weight is low. Everybody in there started somewhere.
Usually you can get help from fellow gym members, if your doing something wrong, they may tell you how to do it correctly or advise you on other workout.
So next time if somebody asks you:"Do you even lift, bro?" you will be able to say:"Yes, yes I do indeed! " :D