You dont want to check your blood pressure during exercise.
Yes,,,,going to the doctor can raise your pressure by the "white coat sydrome" which is that inner fear of doctors offices.
You need to avoid the "gung ho" approach and just start your exercise with what you can handle. How did you...
First and foremost remember White Coat syndrome. Just the thought of your blood pressure being high can drive it up there.
Do you have a local EMS agency/Fire Dept closeby? They may check your blood pressure on a regular basis for you for free.
Start simple...take inventory of your eating...