Check with your doctor before starting any exercise program
Do strength exercises for all your major muscles groups (shoulders, arms, back, stomach, hips, legs) at least twice a week. Don't do exercises of the same muscle group two days in a row. Give your muscles time to recover and rebuild.
Start out slow. You may need to start with 1-2 pounds of weight, or no weight at all. Don't start out with too much weight, which can lead to injuries. You should feel like you're challenging yourself, but aren't near your limit.
You may experience some muscle soreness and fatigue at the beginning. This is normal, and indicates your muscles are rebuilding to become stronger. However, you should not experience sore joints or exhaustion, nor should you experience any pain.
You can use hand or ankle weights sold in sporting goods stores. Or you can be creative and fill empty milk jugs with sand or water, fill socks with beans, or use canned goods.
Do 8-15 repetitions in a row of each exercise. Use smooth and steady movements. Once you can easily lift the weight 15 times, increase the amount of weight (usually every 2-3 weeks). Your muscles will get continuously stronger as you progress.
Take 3 seconds to lift or push a weight, hold the position for 1 second, and then take another 3-5 seconds to lower the weight (don't just let the weight drop).
Breath out (exhale) as you lift or push the weight, and breath in (inhale) as you relax or lower the weight. You will have to think about this at first, but soon it will become natural. Don't hold your breath during the exercises.