I want to burn fat but when I exercise in an aerobic zone I feel like it might be too easy. Am I really getting a workout?

Check pulse. To truly determine your zone, go by your pulse. Shoot for between 60% and 80% of your maximum (220-age). Make sure that you spend enough time at that level (150 minutes or more a week).
Exercise. The trick to losing fat is to keep on going. It does not have to be high intensity; it just has to be sustained.