I voted to change eating first for 2 reasons. The first is what already has been mentioned, that eating has more of an affect on weight than diet. The other is that exercise places an additional stress on the body. That stress makes eating correctly even more important for health. Therefore I think you should already be in the habit of eating properly before you start exercising. Of course a very dedicated person could start both at the same time, but I think most people can only change one thing at a time.

Jen