If you are afraid of swimming, one good idea is to get a wetsuit - one made for triathletes. This will give you a feeling of safety as it keeps you afloat, it will also keep your legs high in the water which gives you a good position. And it keeps you warm! (Not such a good idea in really warm water but then you can use a shorter suit.) Wear good fitting goggles!

Other than that I too think cycling is the ultimate for weight loss without too much strain on your body. Long steady rides. Good luck!!!