I want to exercise but don't want to create too much of a calorie deficit?

I would like to lose a bit of weight and I have started eating very well. Lots of veggies, fruits,water, whole grain breads and pastas, and trying to keep to a reasonable caloric intake (about 1500, suitable for my current weight) I know that I need to consume my calories or else my body will go into starvation mode and I wont lose. Now, I want to start to exercise but I am afraid to deplete too many calories and therefor creating a deficit. What is the balance and if I am going to get in my 1500 calories, how many should I focus on burning at the gym? And if I am burning calories at the gym, should I focus on increasing my calories throughout the day?