155 pounds for a 5'6" woman actually sounds very curvy and sexy. Most men find this body shape extremely attractive. Obviously there's a difference between being curvy vs. overweight - overweight is unhealthy and not at all sexy, but you are not overweight.
Me personally, I'm in my late twenties and I've been either underweight or very low end of normal my entire life. I have stretch marks too by the way, on the inside of my thighs. No man I've been with have ever commented on my stretch marks, but long-term partners have expressed concerns about me being too thin. I think a healthy body is better and sexier than an underweight or overweight body, cellulite or not.
But with that said... walking will help slim down your legs if you're really insecure about them and pilates/yoga will increase flexibility, strength, and body tone. You don't have to go to the gym or do hours of cardio or hardcore workouts to change your body! Remember though, diet is key too. You can spend hours at the gym but if your diet is crap then your body won't change.