I've done all sorts of things at all sorts of sizes, and have avoided doing things because of my size, so here are a few tips from one who has learned some things.
First big one to remember, the universal truth about any sort of keep fit class or gym.
ASK ANY WOMAN THERE HOW SHE FEELS ABOUT HER BODY AND THERE WILL BE SOMETHING SHE HATES.
Yup it's true, while you are worried about your fat butt, EVERYONE else is worried, Are my boobs to big, to small, to droopy, is my butt to big, to small, to saggy, I hate my thighs, my legs look like chicken legs. I'm to fat, thin, tall, short, hairy, hairless, flat or curvy.
So accept that fact and just concentrate on what you are doing for you.
Classes like yoga, pilates etc, once everyone is on their mat, no one is looking at anyone, it's all about you and your own development.
Going to the gym is a little more challenging, but once again most people are concentrating on themselves not on you, and hey, even if they are thinking something negative, well HELL at least you are there doing something about it, so who cares what they think.