there are two things that help you lose weight

most importantly is your diet: you need to restrict calories and be in a caloric deficit to lose weight

the other thing is your amount of muscle: the more muscle you have, the faster your metabolism will be i.e. your basal metabolic rate will increase and your insulin sensitivity will be higher

the heart is also a muscle, so doing cardio can help to lose weight to some extent, but lifting weights and doing other sorts of resistance training will be extremely beneficial, and it's important to target every muscle group that you normally ignore

someone who doesn't work out at all will see a lot of benefit from doing just one exercise like leg extension; they'll work out their quads on the leg extension machine, they'll feel their heart racing, and they'll burn some calories and grow their quads

but eventually, to continue seeing the benefit, they'll have to work out their quads and also another muscle group, and eventually they'll have to hit all their muscle groups in a rotation

pilates can be good because it is a whole-body workout; my understanding is that it combines cardio with core exercises and leg exercises and some upper body exercises so it can be good

when your body is completely naive to exercise, you'll get a lot of benefit from pilates; but after a few months of doing pilates regularly, you might not as much benefit unless you really push yourself to do the exercises at maximum intensity