Hi there, The more muscle you have the more calories your body will burn. The best way to create muscle is through weight training of some description. You don't have to worry about bulking up because women don't have enough testosterone to really do that. All those women who body build and look huge are generally on steroids or are just miraculously genetically blessed. If you have never done any weight training before then definitely start off with light weights and slowly start to build up. The fastest way to increase muscle tissue is to do as many repetitions of each exercise as it takes to achieve absolute exhaustion in the muscle (meaning you couldn't lift another rep if you tried). Obviously you would need to use a challenging weight so that you don't have to do a million reps. If you can do around 20 reps at most, that would be a good weight to start with. It's a bit of trial and error when you are first starting out.
Definitely make sure that you always write down what weight you used for what muscle group and how many reps you did. That way you can always try to beat your last effort.
I am not sure how familiar you are with weight training so you may want to get someone's advice to start you off on a good program, perhaps a personal trainer at your gym?
Along with the weight training you definitely want to do some cardio to keep burning the fat off the muscle so that you actually get to see the definition. I believe that interval training is definitely the most effective way to burn fat. So whatever cardio equipment you are using you do one interval at top speed until you are totally exhausted, then slow down to active recovery until you are ready to speed up again. This way is much more effective than doing endurance cardio where you stay at the same level the whole time. It also helps you increase your cardiovascular fitness. Again, make sure you keep track of what speed you were on and for how long, so that you can keep challenging yourself.
Hope that helps