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Something simple with big compound moments in it (such as squat and deadlift). Keep you workouts to 3-4 exercises at first. build in time to recover. Starting strength (as mentioned above) is a good example of this. Don't go too hard at first, this will allow your body to adapt.
One thing I would say is that squats and deadlifts done incorrectly can cause injury. If you can get someone who knows proper form (v. experienced of a professional) to coach you a little. Otherwise more the more experienced people on here than me can point you to some resources.
I probably didn't phrase that well : /
Whilst we've got the same muscle groups as the menz and they basically all respond/work in the same way, the menz are generally looking to get different things out of their weight training to women.
Not that I'm falling for that "aggh! I'm a lady, I can't do weights as I'll bulk up" bullshit either.
Essentially, I want to build more muscle and have less fat. Actually have some semblance of a power to weight ratio happening rather than weight to power...!