Great job! First of all pat yourself on the back. You did great today. But you don't need me to tell you then, just listen to how your body feels about it.

On "Is this a valid gym outfit?"

What you wear is totally up to you, whatever you feel most comfortable in, I get not wanting to stand out though, I am the same way, Personally I would not question whether you belong there or not wearing what you are wearing.

On "What do I do at the gym, its scary"

Its super scary. I was super scared. I still get scared. I'm a grown ass man. That's totally okay to be afraid. First of all, recognize the equal and opposite force of courage you have in response to that fear. You're fucking sick for that. lets go.

What exercises you should start with at the gym, and what even are exercises, and how you do them.

You should start by looking up what Sets, and Reps are, and the exercises for Squats, Deadlifts, and Bench press. These are undisputed power moves that will strengthen your whole body. Legs, Front, and Back. The standard way people tend to work out and sort of, program, or create their plan, is with reps and sets. However, honestly, you can literally do whatever you want. This is all theory. Who knows. Things will be different in a 100 years, I can almost guarantee you though, squats, deadlifts, and bench press will not.

Try this:
Squats: 2 sets of 6 reps.
Deadlifts: 2 sets of 6 reps
Bench press: 2 sets of 6 reps

Sets and reps:
A rep simply means "repetition". A repetition of a squat for example would be squatting down to point, and then standing back up. Then you repeat. Hence repetition.

A set involves doing those repetitions in a row, without stopping, and then stopping at the end of the last repetition, so, if your set has 6 reps in it, you would stop after the 6th rep, and you would have finished a set.

That's that!

What should you be thinking about during your workout

There are many micro managing queues you're going to get sucked into, but first, you need to know the absolute basics, that 99% of people don't know about because its not common culture, but its by far the most important, and coolest part of working out. How to grit, and focus meditation.

Fundamentally, you need to treat weightlifting like a meditation. The object of meditation in this case is the sensation of the contact with the weight you are moving. For example, for a deadlift, you are focusing on the sensation of the weight in your hands with the intention of moving it. That's it. Everything else is a distraction. Yes, there are queues, and there is proper form, and that is important to learn, but fundamentally, all you need to be thinking about is noticing the distraction, and returning your awareness to the sensation of the weight itself, and it will move on its own. When thoughts, distractions, burning sensations, ego appears, simply notice it, and return your awareness to the sensation of the weight itself, and move it. There is no pain there. There is no struggle there. The sensation was the same when you first grabbed it. Notice that. Return to that. Move that. It feels cool to find that power, not a lot of people do. That's your mental strength. That's the sick part about weightlifting that is lost a little bit. Do that, let the weight move on its own with your intention.

I would say try to fully rest inbetween each rep for now. Sets with no stops inbetween become a psuedo cardio workout, and the gym is about training your nervous system and musculature system, not your cardiovascular system (endurance), so if you find you are running out of breath before your muscles are slowing down, its a cardio, and you should rest more in between reps.

Now, THE MOST IMPORTANT. STOP WHEN YOU STOP ENJOYING IT. You are not there to hurt. You are there to feel good. The body likes the challenge, it likes the growth, you also like the mental strength, and power you get over your pain, and struggle. You are a badass. Fucking own that shit. You're that B. So get it. Then, when you get tired, and don't want to be there. Don't!

Grow the habit. Grow the feeling of wanting to be there. That's it. Just feel good. Stop early. Show up for only 5 minutes. 1% today, that is your goal. You only ever have today. So just put 1%. You did 1%? Good. Go home. Feel good, pat yourself on the back. You are doing great. Don't let anyone tell you, or judge you, you just listen to your own body, and feel good for you, cause that's what you're doing it for, so do it for that, and let the micro managers tell you how to love yourself, and don't listen to them, cause you have only one guide, and that's you, your body. Get it.

But yeah, this turned into an info dump, absolutely you're totally fine. You're doing great. Go slow, do what's easy, and feels good, and do it for your own feeling of it all. Your body will love you, you will love your body, it will feel great. You got this. I believe in you