Congratulations on your decision to start exercising! Your first goal should be making exercise a regular part of your life. If you have no medical concerns, I recommend choosing an activity that is fun and challenging and yet not so intense you are discouraged from doing more. This will help you build endurance and gain benefits from your exercise commitment. (If you have a chronic condition, such as high blood pressure, check with your health care provider before beginning an exercise program.)
All three of the machines you mentioned will get you moving and raise your heart rate if you work at what feels to you like a moderate intensity. Because your body position changes when using each machine, one may be more comfortable for you than the others. Feeling comfortable encourages you to gradually increase your physical activity.
Recumbent stationary bike
This type of bike supports your back while allowing you to pedal at roughly the same height as the seat. It is the bike of choice for those who are out-of-shape, new to exercise, suffer from back pain, or have wrist issues. You sit against the backrest while stretching your legs in front of you to push the pedals.
A recumbent bike's comfortable, chair-like support may help you increase your endurance and be active longer than you would on other kinds of equipment. Because it's stationary (doesn't move), there's no impact on your joints as there is when you ride outside—so it's especially good if you have joint pain or are overweight. But a recumbent stationery bike might not provide enough of a challenge to people who have healthy joints and are in good shape
Upright stationary bike
This equipment looks more like the bike you rode when you were a kid. It has a small seat, and the pedals move in a circular up and down motion. There's no backrest, so you will work harder to maintain good form. Your workload is also increased because you must lift the pedal against gravity from a vertical position. For the same amount of time and distance, your body works harder and burns more calories on an upright bike than on a recumbent. Since riding on an upright might be more tiresome, you may have less endurance and shorten your workout.
Many health professionals consider exercising on a treadmill superior to exercising on a bike. Whether walking, jogging, or running, you will work more of your body—and burn more calories—on a treadmill than on an exercise bike.
Treadmill activities also produce impact, so they may help keep the bones of your lower body strong and reduce your risk of developing the weakened bone conditions of osteopenia or osteoporosis. In addition, treadmill workouts challenge and strengthen your balance and coordination. These, too, are important for preventing broken bones.
Which one? How long?
Barring any physical limitations, pick what you enjoy. Some people enjoy bike riding because it reminds them of being a kid. Those who sit behind a desk all day might enjoy jogging on the treadmill instead of sitting on a bike.
Since you are new to exercise, start slowly, with 10 minutes of activity per day. Work your way to 30 minutes three or four days a week. Each session should have a two- to five-minute warm-up and a two- to five-minute cooldown of light activity, followed by easy stretching. Make the rest of your exercise moderately intense—you should feel like you are working, but not so hard that you become breathless or can't carry on a conversation.
After you're regularly exercising for 30 minutes a day, three to four days a week, add more goals. If you want to keep increasing your physical fitness, add challenge by varying your routine. You can work at a more intense pace, exercise longer or incorporate strength training with weights or bands into your program.