Recently I asked you guys to tell me all the things you dislike about exercising so that we can find ways to turn that hate into love. One issue that stuck out is, "I feel out of place at the gym and have no idea what to do."
To this I say, everyone has to start somewhere. Everyone in that gym was not born working out; they had to learn how to use the gym and all the equipment too. No one thinks you're weird because you don't know how to work the treadmill — it can be confusing. So don't be afraid to ask questions and take your time. Bring magazines and articles with you that help explain things a little better. First day jitters at the gym are a lot like your first day of school: Everyone has had one and everyone understands. Everyone there had to figure out where the towels are and where is the best place to do sit-ups and stretch.
Try and stop thinking everyone is a professional gym-goer and stop worrying that everyone is looking at you and judging you. Chances are they are just trying to figure the whole gym thing out for themselves too. Besides, more likely than not, you are not the only beginner. If joining a gym is a little daunting, remember that you are definitely not the only newbie. If you are taking a class and tire quickly, mess up or fall, you can darn well bet that you are not the first one to ever have that happen. If you're starting on a stationary bike and can't figure out how to turn it on, join the club because we've all been there.
Stick to it and one day you'll be able to help out a newbie who is stumbling around like you were when you first started.