Hello and welcome to the tribe.
Firstly, you need to decide whether you're changing your lifestyle to aid in weight loss or just
to be healthier.
If weight loss, then graze minimally throughout the day, just enough to get you through, and then feast in the evenings.
Fruit, veggies, nuts, seeds, eggs, meat - they're all okay - just try and keep them to very small portions to kickstart your lifestyle change and weight loss.
If you're becoming Paleo but don't need to lose weight, then you can eat larger portions, or maybe just go straight to stage 3 - you won't need stage 2 which is the main weight loss stage. Stage 3 varies by person; most of us tend to eat between 4 and 6 small meals a day (I think). I generally eat 5 - small breakfast of fruit and nuts, a salad with meat/fish split into two meals, an afternoon snack of veggies and a meal in the evening.
Exercise is still fine but maybe tone it down a little - you are drastically reducing your usual calorie and carb intake, after all and this may make it harder to exercise in the early days. After that, you should find your energy levels increasing as your body gets rid of the evils of non-Paleo foods!! Step up your exercise in line with this.
You'll know you're ready to move onto stage 2 (for weight loss) when you're beginning to feel sick eating non-Paleo feasts in the evenings and you can get through a day on very little grazing with no ill effects.
If you're jumping from stage 1 to stage 3, move on (as above) when non-Paleo feasts make you feel ill. They will. I guarantee.

Hope this helps, and do let us know how you're progressing or if you have any other questions.
Falcon