Cardio! Do lot's and lot's of cardio to boost your endurance and as Killz said, just do it. It's so physical. Your body will adjust over time, just keep doing it then maybe eventually start lifting weights, but I wouldn't do high weights yet, start with low weight high reps to get cut then increase as you go along. What's your diet like? What's your body type? You say fat, but how fat are we talking? Detail is the key to finding out what's right for you. If I were you, and you're worried about getting winded too quickly or not adjusting to MMA classes, then like I said, CARDIO.