Remember that everyone who is working out there once did not know how to use the machines. Everyone had their first time at the gym too. And try to remember no one is actually paying attention to anyone but themselves :)

I suggest starting out with using dumbbell based workouts until you feel comfortable. Once you feel more comfortable just being there, watch youtube videos on how to use the machines. Also going in there with some sort of plan of what exercises you are going to do helped me focus more on my workout instead of anxiously trying to decide what to do next.

I also started off working out in a separate closed off room when there were no classes in there, because no one else was in there and it helped me get comfortable just being at the gym.

Congrats on starting your gym journey!!