How do I get in shape without losing weight?

I haven't exercised in years, but I am a skinny person. Actually, underweight. I feel tired almost all day, and a simple ten minute walk makes it worse. I want to get back in shape without losing weight. Is this possible?
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My weight is 100 lbs and 5'2 in height. I don't know if height has anything to do with it, and I just want to get back to walking, running, and pretty much everyday activities without hitting the wall of fatigue...lol

How do I get in shape without losing weight?
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