I'm not anti Crossfit by any means, but I will never do it. I'd rather be outside (rain, snow, shine - doesn't matter) than in some stinky 'box' doing burpees. With that said, I think it's MUCH, MUCH more important that you worry about doing the 30 day challenge first. If you can be true to the challenge, it WILL change your life! Let the other pieces fall in to place once you have your diet sorted.
I have been unable to exercise for the past six months due to a bad back. It's killing me not being able to go ski or bike or hike or climb or surf or...... God I miss it. BUT, I made a commitment to eating strict Paleo over a year ago and have stuck to my guns (before being 'Paleo', I still ate pretty damn close to Paleo without knowing it). In the six months I've been laid up, I have only put on 5 lbs, and that's probably because I've been eating a bit too many coconut and almond flour pancakes recently..... Or it's just my body normalizing to its current situation since my weight does fluctuate by a pound or two here and there anyway.
What I'm trying to illustrate is that diet should be your first concern (unless you drink a gallon of vodka per day or have other vices that need to be nixed!). At least in my case, diet trumps exercise. I spent 15 years eating a Standard American Diet while being a religious weight lifter along with doing a number of other activities. I looked good, but I was unhealthy as hell, felt like shit, and battled a few severe health-related issues. Those have all but disappeared since going Paleo.
Since you're just beginning, don't read too much in to the nitty-gritty on this site. Some people go a bit nuts with the diet and analyzing every little aspect of it. Keep it Simple! Out of all the gurus out there, I really like Kurt Harris's approach and follow it the closest. http://www.archevore.com/get-started/
Good Luck!