I work as a personal trainer and I have coached many people who are considered overweight and helped them back to a healthy weight range.

Complaints of knee pain is very common for those who are overweight, but even thin people who first start exercising can develop knee pain because of one very important aspect of the knee:*

The muscles that support it!

This picture represents three of the four Quadriceps muscles. As you can see they all interact with the patella (knee cap) from different sides keeping the knee joint itself stable.

People who don't exercise often have quite weak quadriceps muscles (and leg muscles in general), which then destabilises the knee. If you add the fact that the person is also very overweight and you have a serious knee problem in the making.

My recommendation to those who suffer knee pain, regardless of weight, is to seek professional help.

If all they tell you to do is "lose weight" the next step will be to find an accomplished personal trainer who has experience in prehabilitation, the thing that stops you from having to get rehabilitation!

If you don't suffer from knee pain, but you are about to undertake a new exercise routine, remember that safety comes first! Stay in control of your body otherwise you can and will damage it.

Nice outline in your post, hope you don't mind me adding to it. All the best!