New to the Gym/Treadmill

Hi Everyone,

So I've done the whole diet thing before, but I've never really given exercise a shot. I did the 30 day shred for a month when I was at a healthy weight, just to tone up before I went on a vacation. But now I'm trying to get into jogging/running and change my lifestyle.

I started at the gym last week. I went three times, for 20 minutes apiece.
My first workout: 3mph walk for 10 min, 4mph jog for 5 min, 3mph walk for 5min
2nd workout: 3.5mph walk for 10min, 4.5mph jog for 5min, 3.5 walk for 5 min (actually there was a lot of messing with speed on this workout to test myself. but this is as close as I can summarize it)
3rd workout: 3.5mph walk for 5min, 4.5mph jog for 10min, 3.5 walk for 5min

Today I went back to the gym, and did the same thing as I did on workout 3, but I didn't feel like I was testing myself. I even had trouble getting my heart rate up.

Can anyone give me some advice on exercises to do on the treadmill or how I can exercise properly? I'm not really sure what I'm doing here.