Dude, so stoked your starting this journey. Just so you know, I started at 230 pounds and I'm now in the low 170s so it CAN be done and I'm here if you want any advice!
First thing I'd say is due to your weight you are in a precarious position with training parkour. It has the potential to deal tons of impact to your body, and being heavy puts your joints at more risk! So, where do I personally think you should start off? Learn to safely execute a parkour roll, learn to run, jump, and land on your toes/balls of your feet, and MAKE SURE your knees don't bend past 90 degrees as much as possible!
Now as far as how often I think you should train; this is all based on your own body. Some people can handle tons of training, some cant! What I would suggest for you is do lots of cardio based movements, even if they are small. Plyos would be AMAZING for this. When you feel those muscles are spent and you think your done for the day... go 15 more minutes of good, safe training.
Balance- Plyos on curbs, precisions and strides as well. Also, walking and precisioning on playground bars would be helpful. Also, when you train balance don't try to stay up by moving your weight to compensate for balance. THAT ISN'T BALANCING! When you balance, you want to be in control. Tighten your core muscles, move slowly and in a controlled fashion.
What exercises- I am not licensed to tell you how to workout nor do I have the insight. BUT, I tend to train bodyweight stuff for a more natural approach. Weights have their advantages as well though!
Do muscular athletes have a tougher time?- Parkour has many different facets to be great at. Bigger guys may be able to perform strength based skills better like wall ups, muscle ups, hand stands, huge kongs and such while smaller guys and taller guys may be better at bounds and precisions. But to be honest, there is no set rule to this. I have seen big guys go nuts with speed, and I know plenty of skinny, lankey kids do great with huge vaults and hand stands. Figure out what you like and work on it. Don't let unfounded rumors of your build tell you how you should be.
As far as straight weightloss, cardio will be your friend. Lucky you, your starting parkour! Regardless of your style there is one aspect that unites us all in parkour; FLOW. Flow is connecting movements. To some its flips, others its rail work, or simply gliding through your environment as PK originally intended. Either way moving is the goal. Learn your vaults, learn your roll, and learn the safety tips and you will be well on your way to losing weight, as long as you keep that heart rate up.
Every day you train, set a goal for yourself, no matter how small. Don't go home until you get that goal. Even if its "land 3 precisions with your feet together" or "vault 2 picnick tables in a single run"
Also, find a friend to train with who is just as, if not MORE dedicated to training then you. If it weren't for my friends I most likely would have given up.
Good luck with your training mah man, and keep me updated!