Any exercise is good. We are built to walk/run but Life style means that we often don't do enough. One can do exercise alone but the benefit of joining a group is the stimulation of conversation and exchanging ideas. Does your local Council organise walk for health guided walks, ours does 2 a week. For about 45-60 mins. then the group has a cuppa at the end. I joined a swimming group but never went so that was a waste of £50.00. I also have a treadmill ...........
Brisk walking several times a week is good. Cycling. Many years++ ago my boss advocated yoga and we thought he was 'way out'
. But it's such an age-old relaxation therapy that it must be beneficial as long as one doesn't try to do the Lotus position straight off ;-). I know nowt about pilates other than it's an exercise regime, how about ballet? You would have good supervision and advice.
Most exercises can be done at home, either after doing a beginners course/class or by buying videos etc.. It depends on whether someone wants company or prefers to exercise alone. I'm spontaneous so that I would tend to put my walking boots on, grab a coat and set off !