How hard a person works out is going to depend on what their fitness goals are. The person training for a 26.2 mile marathon has very different needs than someone trying to be a bit fitter. You don't have to work out at 85% of max all the time to be fit.
What is 85% max of heart rate ? at 85% of max, you should be working out so hard that you should feel a bit breathless and winded. You shouldn't be able to talk. If you can talk and walk at the same time, that means you're getting plenty of air and that's aerobic exercise. When a person works out at 85% of max, that's anaerobic (no air) exercise. example, the bus has just pulled up to the corner and you're at the other end of the block. How fast can you run to make that bus ? And let's say you do catch your bus. How do you feel after that sprint ? Are you winded ? Do you feel breathless ? That's 85% of max.
Also, if a person is at 85% of max, that's not something they can sustain because it is intense. it's a short burst of power and speed. If you were to keep your HR at around 60-75% of max, that's more of a walk or brisk walk.
There is absolutely nothing wrong with taking a daily walk that doesn't get you winded. There are many studies promoting the benefits of lower intensity exercise for heart health. What should you do ? My question would be what will you do that you will KEEP doing ? exercise isn't just about burning X calories in Y time. In order to take the weight off and keep it off, we must be active in some way our entire life. So, your exercise routine should be sustainable. You don't have to kill yourself to be healthy.
One thing I would suggest is starting with some brisk walks. You don't have to do it all the time, but every few minutes, try walking as if you're late for a meeting. get a little winded and then give your body a chance to recover.
Slowly ease into a routine so that your exercise will become just that, a routine. Don't worry about heart rates too much. Instead, try to find ways to make your day more active, in general.