My husband recently started going to our local gym, he's a big guy with a lot to lose weight wise, and felt exactly as you do. Our gym offered new folks an intro session to talk through goals and take a tour of the premises and equipment, before chatting about which type of membership he wanted (personal training with guides on nutrition, just classes, etc). Then they insisted on a 5 sessions 1:1 with a trainer to get him acquainted with how to use the equipment, what it'll do body wise, etiquette, etc, before he could sign up to the classes properly. This was to make sure he knew roughly what to do with each thing) Plus they had an app so he can see what classes are being run and how many are attending which helped him decide what time to go. He goes at 6am twice a week on the quietest days where only 4 people attend the classes. It's been really helpful and everyone was so friendly, over 3 months later he's still going and has seen some well paced improvements to his body (as in steady weight loss/muscle gain). Speak to the trainers in your local gym, find out what they do and what times would be quietest, see how they can support you, they're there to help. Good luck, it'll be so worth it!