My knee hurts.

I'm not at an age where my knees should hurt, but I have knee pain.

When I walk and take a step, it feels a bit tingling or stinging, should I say? I went to the hospital, and they told me to lose weight;;;;

I'll also talk about that. Why do all the doctors tell us to lose weight;;; saying it's stressful;;;
I'm not losing weight, but I don't think my knees are bearing an unbearable amount of weight either. What does this mean;;;

Since carrying more weight might be difficult, I will try to lose some weight.

Are there any others like me who experience a dull ache in the knees?? It doesn't hurt when I sit down or stand up, only when I walk.
Are there any knee exercises or advice you could recommend?