What form of exercise will you use, and how large will your sample group be? When you decide on the form of exercise, think about safety considerations. Will they be in a safe environment, do they have suitable footwear/clothing, are there any health considerations. What about warming up? Would you take a resting pulse before or after that? Will people have to run a certain distance, or for a certain amount of time? Or do something like star jumps, or skipping? The exercise you choose probably doesn’t matter that much, as long as you explain why you have chosen it.

In your write-up, you will want an introduction to your experiment, setting out the hypothesis you are trying to test. Then you need a methods/results section, explaining the details of your experiment, so anyone else could recreate it, and giving the results you obtained, nicely tabulated with averages and any other statistical analysis (I can’t remember what kind of statistics are commonly used at GCSE level, so be guided by your teacher.) The most important part in many ways is the discussion, in which you explain what your results mean, whether anything went wrong or could have been done better, (were there other factors influencing pulse you didn’t take into consideration?) and whether there are any further experiments that would be useful. Use other experiments you have done in class as a template.

It’s your experiment, so think about these questions, and discuss them with your teacher. Hopefully this has given you some pointers!
References :
I’m not a teacher, but I have used what I remember from the terminology used at GCSE and knowledge gained since then at undergraduate level and working in labs.