Totally agree with this. Boxing is also another one that can really boost your self esteem. Just make sure you get in with a good crowd of people, have a good professional coach. 1-on-1 sessions id also recommend. You can do this regardless of age.
I've tried BJJ, weights and now am on year 2 of 1 on 1 boxing lessons with a former pro UFC fighter and boxing seems to me (unexperienced opinion) as by far the slowest, least effective of the three. And by a fairly meaningful margin. But maybe I'm just bad.
Its really hard to retrain bad impressions of how to punch, stand, step, and weave. BJJ does not come with so much prior baggage to upack, but it does have a more technical sequence of moves to learn.