How to burn more calories, first time working out?

I'm 21, 5'8 and weigh 65kg. I'm not drastically overweight but I could do with losing a few kg and toning up. I never did any form of exercise before, but now I've joined a gym. So why am I burning barely any calories? I only burned under 50 calories in 10 minutes of bike riding! And I wasn't just chilling either, it was pretty hard!
How to burn more calories, first time working out?
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