Circuit training is very effective in burning calories. If your dedicated to weight loss i recommend it. Although it is not the cure all of type of exercises. There must be a good mixture of exercises in there such as upper, lower, abs and leg exercises. Just make sure that everything is done safety and correctly. Because if you don't and they are just hard to perform and your doing them incorrectly they will not benefit you as much.
Pros: Fat loss, gain lean muscle, build muscle, calorie burner
Cons: Very fatiguing, could cause injury, extremely difficult, need a lot of motivation.
Overall i think is the most positive thing you could do and should do while in the gym or even if you have some at home. VERY important thing is to lift CORRECTLY or else it will either damage your joints, not be as effective, or even hurt you. If your lifting for the first time try and find someone who knows what they are doing. Because sometimes having someone watch you is the best thing you can do. You do not have to have a personal trainer but someone who can help and teach you the right moments. For girls its a HUGE MYTH you will not look like a MAN or have really broad shoulders. It has almost impossible with weight training alone to be "bulky" "look like a man" and so on. Men like women who look athletic or in somewhat decent shape.
Pros: Gain muscle, Lose fat, look skinny, look athletic. more confidence
Cons: If no proper training could injure your self, seek guidance, bring a buddy, time consuming.
These are only my opinions and i understand everyone is different. Me personally i do Olympic Weightlifting as you all know by now lol. I like it the best since it is a full body workout literally. Let me know what works the best for you. Or hopefully you can try some of the training i listed just take a step to get healthy it will be a great journey for you!