It's just possible that a more expensive bike will be more fun, and get ridden much more, and therefore burn many more calories.

However! I'm going to plug buying from your local bike shop (LBS). The reason is simple: fit. As a relative newbie, you won't know what size bike your body will fit, nor how to adjust it for a comfortable ride. Now it's possible you'll get lucky ordering off the web. (Quantum physics joke: there's a finite, positive probability Heisenberg's cat slept here. You'll have slightly better odds ordering the right bike.) You can either go to a bike shop, pay them a hundred dollars (or two or three) and find out what size bike to order. Or you can buy it from them.

If you buy local, you can expect some service -- like showing you how to adjust things, or doing it for you. That can make a very real difference in keeping your new bike running well, meaning you'll want to ride it. The most expensive bike isn't the one that costs the most; rather, it's the one you spend a lot of money on and then let it rust in your garage.