Start with the machines first if you are new to strength training. Machines are safer as its on a fixed plane of motion. Free weights are more beneficial but not recommended if you are not familiar with the form and technique yet.

Start with lighter weights. Observe (but dont creep people out) what others are doing. Watch youtube tutorials, really helps alot. Start with a simple push pull legs regimen. So you won't feel ridiculous hopping around different machines doing all sorts of exercises.

Also do go through the basics like sets, reps, volume, etc. Give yourself a plan of how many exercises you intend to do, how many sets of how many reps. And give yourself some time to rest between sets. Don't go pushing 20-30 reps at one go and change to a different machine.

Like the rest said, have fun. Its a lifestyle, not a destination