If you are just starting your journey and don't know which exercise to choose, cardio is your main choice for the time being until you get comfortable with other forms of training. Cardio can be any exercise such as running, sprinting, cycling, cardio machines, bootcamp, Zumba, or any aerobics class. There are so many options to choose from. Cardio should be fun and exciting! You want to make sure that you are enjoying what you are doing because if you dread a workout, more than likely you won't do it again.
There are 2 main cardio differences. They are aerobic and anaerobic. Both have to do with your oxygen levels and how they effect the heart. Your body needs to break down sugar and convert it to glycogen, so it can be used as energy or fuel. When your body has an adequate supply of oxygen for this process, we call it aerobic respiration. When your body has an inadequate supply of oxygen, we call that anaerobic.
Aerobic workouts include light activities such as walking, swimming, a light dance class, or cycling. Anaerobic workouts include intense HIIT (High intense interval training) workouts such as Tabata, Bootcamp, or running.
If you are starting out then I would suggest starting with an aerobic workout to help build your endurance and stamina. Once, you have successfully managed that then you can move onto Anaerobic workouts. If you are ready for a challenge then I would highly recommend doing anaerobic workouts.