Indeed, for most people it's much easier to eat less calories than it is to burn a ton of them, but that's over complicating the issue and doesn't really need to be explicitly told to first-timers.

Let them figure that out on their own.

Once they have an appreciation for how many calories are jammed into that cookie, and how long they'll have to run on a treadmill to burn it off, they naturally won't be so interested in that cookie, which is great. Then show them how few calories are in an enormous garden salad.