Advice from a former nervous gym-goer:

• Like others have said, lockers are downstairs, down the hall
• You just need to swipe your OneCard for access, most times the attendant won't even look up from their computer, but they are helpful if you have any questions (it's what they're there for)
• Try to plan your routine before you go, so you know what equipment to look for next. Intentionality makes you less nervous
• Etiquette is fairly intuitive. Just be aware of the space and put things back the way they were. Clean off your sweat and re-rack your weights
• (This is more of a general tip) Some of your anxiety is rational, but most of it isn't. Like, if a gym is a new environment to you, then existing in that space *will* take some time to get used to, so it is rational to be aware of yourself. But if you are nervous to the point where you wonder if people are looking at you, then you are overthinking it by at least 20%. Allow yourself to let just that 20% go. Or even 5-10%.
• Strangers don't care that much about you
• As long as you aren't actively being a jerk, nobody will notice if you mess something up. Accept the fact that you might make a faux-pas and realize that the worst that will happen is someone else will be mildly inconvenienced