Firstly, we cannot burn fat locally on our bodies ( such a shame) :) So you just have to lose weight generally and our bodies decide where to burn the fat from. If legs are your problem area when everything else is fine - your body burns fat from that area last of all. But don’t worry about that!
As of exercises, I’d recommend combine cardio for fat burning (e.g. running is really good for legs in particular) and some excersises for toning up the muscles which makes the great difference. I can’t recommend particular ones but there are tones of sets even here on tumblr or youtube. Different sorts of squats and that kind of stuff. And eating clean can only help :)
Good luck with that :)