Where to start?

I haven't worked out in many years and now in my late 40's, have a lot of weight to lose but also really want to work on getting stronger and more flexible. I recently joined a Retro Fitness near me but haven't really started going because other than the treadmill, I don't know really how to get started. Machines, free weights... I walk around feeling slightly intimidated. I did my intro session and the girl was great - we did some cross training kind of stuff and then a kick boxing class, which was a lot of fun <I have bad knees so they were great about modifying it for me.> I wish I could afford a trainer but I just can't right now. Any resources that you know of that might help would be so appreciated. Thanks.