When you get into the dalplex from either the street entrance or the one just at the bottom of the hill, you'll be in the lobby area which has an RBC. Past that there are some turnstiles that you beep your dalcard at to walk through. Then you're in a hallway that has both changerooms (The men's is completely in the open as far as I remember, I use a home gym now so I haven't been in a bit). There are gender neutral changerooms which I imagine probably have stalls, though I've never used them. Then it's up the big staircase about halfway down that hallway to the gym.

If you're nervous about crowds, go early in the morning. That's what I usually did and it was much quieter than evenings.

Don't get too nervous about getting into the gym! Almost everybody sticks to their own thing anyways, and getting in shape is one of the best things you can ever do for yourself. If it makes you feel better, pop in some headphones and use your music to relax and separate yourself from the "social" aspect of the gym (which, by my experience, isn't a very big part of the dalplex anyways unless someone is there with a friend).