There are lots of ways to increase endurance and burn fat, while gaining strength.
When I was young, everyone ran and mixed in jumping rope for endurance. Strength and conditioning coaches have improved todays workouts so much, it is incredible.
Depending on your current endurance level, you may need to build up your core endurance, as mentioned below, the LSD is an option- these are numerous base miles (or sets) building up your base endurance. I personally hate running. But this principle can be applied to all exercises---burpees---sledge and tire---sandbag carrying---etc.
You first have to have to build a solid base of endurance. Then throw in the High Intensity Intervals. Your goal is to bump your heartrate up for a short time (the actual exercise ttime is debatable) Burst Training bumps your heartrate up to 85% of max heartrate for 45 sec, then rests for 1 min, then exercise to bring heartrate again to 85% of max. The goal is 10 excercises at 85% of max, then repeat.
From my experience coaching, if you are really out of shape, find a few exercises that you like to do first, build some endurance off of those few exercises, then expand your workout to other exercises.
If you have never done a burpee, do not jump in the 100 Burpee challenge, rather start with pushups, and jump squats, build up your endurance until you can master the more complex exercise.