Agree with others: eating less than burning is key, regardless of exercise.
I’ve been doing cardio hard (rowing/rowing) 6 days most weeks and even competing as an athlete (not always unsuccessfully). . . and remained overweight/obese for ten years, until I managed my calorie intake better. Once that was resolved, I was slim in less than a year without significantly changing my exercise schedule.
However, exercise is good for the body and allows us to eat a little more (improving nutrition) while losing at the same reasonable rate.
What exercise is best for weight loss? Details matter.
I agree that the one you enjoy is the best. If we enjoy something, we tend to do it. If we hate him, we tend to procrastinate, delay, skip over the slightest excuse. Every workout we do is 100% better than the theoretically perfect workout we skip. 
Whatever you do, don’t exhaust yourself. Exercising too hard, too long, or too often can cause a person to drag themselves through the rest of their life, burning fewer calories there, effectively canceling out some of the exercise calories. The sweet spot is a total exercise load that leaves a person feeling energized, not exhausted, for the rest of the day(s). (A few minutes of “whew” right after a workout is OK.)
So if you’re new to exercise, walking is probably better to start with. There are “couch to 5k (C25k)” programs that will help a healthy person gradually start running, if that’s what they prefer long term. (I think most expect a beginner to be able to walk for maybe half an hour continuously at a good speed before starting.)
If you are overweight, and perhaps especially overweight with a long history of inactivity, or older with a long history of inactivity, running may be more risky because of the greater stress on the musculoskeletal system. Walking may be better to start in such situations, as the injury may limit the ability to exercise, among other reasons for avoidance.
A healthy reasonably active person who is not very overweight can probably run, working up as needed based on their initial fitness level. Some outside of those conditions might also run. . . it’s just riskier.
Keep in mind that each additional movement burns some extra calories, so it increases the calorie count. Biking, swimming, active VR or video games, active play with children/dogs, martial arts, group fitness classes, dozens of dances, balls, canoeing/kayaking/paddling. . . I could go on and on: Lots of options. It doesn’t even have to be the same activity every time. Variety is good.
It would be a good idea to lift some weights or do other strength training. It doesn’t burn a lot of extra calories, but it helps us maintain useful muscle and strength while losing weight. Good thing.
All the best!