I agree with walking more COMBINED with basic weightlifting and body-weight training before trying Crossfit.
If you love working out in groups and being pushed to your limit, Crossfit could be great for you, provided you've got the cash and the box near you has good trainers.
If any of those pieces are missing, I would suggest skipping Crossfit for now. Walking, as long as you're getting your heart rate up around 55-75% of your max, is great low-stress fat burning. As for upping your fat-burning ability, lifting weights and high-intensity interval training (HIIT) may help you out big time. One of the most important things that Crossfit does is brings high-intensity for short periods of time, over and over. Doing 3 sets of 10 air squats and resting a minute between each set is not going to show the same results as a WOD-type workout with sqauts, pullups, situps, etc. done consecutively as quickly as possible.
Here's what I did, and it worked really well for me; between HIIT training and cutting out grains, I lost the last stubborn 15 pounds.
If you want to learn how to lift: I learned basic weight lifting by watching lots of Youtube vids and reading descriptions of the lifts. I used the mirrors at the gym obsessively to check my posture and had my husband help me with that too. I started with the bare bar and slowly added weight, watching myself like a hawk to use the correct posture/technique. (You could also pay for training sessions at any globo-gym to learn the basic lifts if that's better for you.)
If you truly just want to lose the fat: As I was learning about how to lift, I also started putting together body-weight "WODs". For instance, as many rounds as possible in 10 minutes of: 5 beginners pullups, 10 situps, 20 squats. Or 5 rounds of 8 alternating leg lunges, 7-40# push presses, and 5 pushups, for time. Check out the "start here>Brand X forum" link on the Crossfit home page to see some scaled WODs and how you can incorporate things like the rowing machine, sprints outside or on the treadmill, medicine balls, and basic lifts.
2-3 days a week I'd go to the gym and do a Crossfit-style warmup with some stretching, then do my basic lifts. I'd do my ~10 minutes HIIT, and then I'd work some sort of skill- handstands, or flexibility, or core strength, etc. In and out in about 45 minutes. The other 2-3 days a week I'd just walk. One of those days each week, I'd incorporate 3-4 short (~100 meter) sprints in the middle of my walk. After about a month, I started doing the scaled WODs 3-4 days a week and less walking, because that seemed to be working for changing my body composition and I didn't appear to have any inflammation or cortisol issues. Weight lifting REALLY accelerated the fat loss where the body-weight exercises were yielding slower results. As soon as I got heavy weight, I saw results.
Hope this helps!