I have many of the similar problems figure skating. I'm a dude, weigh 195lbs (17% bodyfat not really "fat" it's still not skinny like a Johnny Wier or something) and it's expensive for lessons, and I fit terribly into the social crowd there. Many times I've felt like quitting, but, in the end I keep at it, as nothing brings me more enjoyment or is more therapeutic to me than skating is.
I'd say keep at it. You might get good, but either way, it's more fun than staying home.