problem is I can't pick the right free weights. They either too light and I get bored or too heavy and I get exhausted and have no desire to do it anymore
A weight-loss program is 74% your diet, and 26% your exercise regimen. You could lose weight just exercising, but it will be kind of slow. You could lose weight just by eating right. Or you could maximize your ability to lose weight by eating right and exercising.
Weight lifting involves going in with a plan. You want to work on specific muscle groups, chest, back, arms, legs, abs, etc., during each work out. You could do them all, or you can focus on some groups and try to cover all the muscle groups in two to five separate work outs in a week. It's up to you. Then, in each workout, pick a couple exercises that you will do to work on each muscle group. Make it a point to work on multiple sets for each muscle group.
When choosing a weight to work with, you can match your exercise goals as it pertains to sets and reps per exercise. In the beginning, you will have to find out what weights are good to work with, not to easy and not too heavy.
For example, if you are doing bench press, you can start with 65 lbs. and do 10 reps. How easy or difficult was that? If it is too hard, you may want to start with 45 lbs. If it was too easy, you can go up in 20 lbs. increments (add 10 lbs. plates on each side) and perform another 10 reps. Too easy, go up another 20 lbs. again. I don't recommend jumping in 30 or 40 lbs. increments as you are trying to find a good working weight. Once you find that a certain weight gets difficult to execute the final 9th or 10th reps. Then, you can start at that weight on your next bench press work out. Do the same for squats, leg press, curls, whatever other exercise. You can do the same on exercise machines, but go up in one plate increments rather than lbs. increments. Or with dumbbells, but in 5 lbs increments for each dumbbell.