Help, gym newbie. :(

What are your goals?

I'd suggest getting a book to guide you through the weights (New Rules of Lifting for Women, maybe), and then try out the different cardio options until you find one you like. 30 minutes weights followed by 30 minutes cardio, to start. Once you get more familiar with what you're doing and what you like, you can adjust.

Also, if your gym offers and orientation or free personal training session for signing up, take advantage of that. One of the staff can give you good advice and show you some technique.

ETA: No one is watching you or laughing at you as long as you're following gym etiquette. Just be courteous, wipe down your machines, and don't sit around on a bench talking on your cell phone. Everyone's too busy worrying about themselves, trust me

Doesn't your gym have any kind of introduction for new people? If not...grab a trainer and ask questions. You're paying for a service, and they should be willing to help you use things correctly. Additionally, most machines should have some sort of diagram/instructions on them.

DO NOT let the thought of people watching you be discouraging.. There are jerks everywhere, but most people are just there to do their own thing, and aren't paying much attention to you. If they really are watching...then let that be motivation to work out harder and show them you are just as serious as they are (or more).

Hang in there....and don't get discouraged!

Edited to add...don't let people intimidate you...I've been going to gyms for around 10 years, and trust me, even those who aren't new do things wrong and use incorrect form too, so don't assume they all know what they're doing either :laugh:

Might be worth hiring a trainer. If you are new you probably get one free session. Just tell them exactly what it is you want to do and have them show you how to handle the equipment you need to do it. Will be the best $50 you've spent in a long time.

Step one- DON'T LET OTHER SCARE YOU! A lot of those people were at the same starting place as you, so please don't be intimidated by others. Most of them are likely thinking "good for you," so don't let your anxiety get the best of you!

Step two- Get a group exercise schedule and try out all of the classes that you find interesting. My first few weeks at my gym, I was trying every class that I could make work with my daily schedule, and I found Zumba and Body Combat, my two favorite work outs. The group exercise classes really make me push myself until the end of the workout, instead of just calling it quits when I am "too tired" to go on... I wasn't too tired, just letting myself fall into weakness!

Step three- If you try all the classes and only find one that you like, try doing the couch to 5k challenge on the tredmill. I never in a million years thought that I would be running a 5k, but the interval training works wonders, and really gets your body used to long spurts of running. (I was barely able to complete day one when I started, but I carried on and kept pushing myself, and while it didn't get much easier, just knowing that I COULD do it if i tried really helped)

I feel a lot like that when I'm in the gym, but at the end of the day, when we're sweating and really going for it, we might look a bit odd to them, but think of how much better we'll look when it pays off and we're slimmer and more toned! I always end up mentally telling everyone to screw themselves, I'm here to lose weight and I /am/ going to do it, maybe see if a similar technique helps with the social aspect for you?
Also, do your gym do fitness classes? Because they can be a great start if you don't really know what to do, the instructors will guide you through the movements so you've got some inspiration next time you're in the gym. I really agree with the idea of going to the gym workers as well - they're normally really friendly and get so bored just standing there, so you asking them for tips will probably make their day a bit more interesting too
Good luck