1. Get the gear. It might make you look like you know what you are doing even if you don't. MJ bought me some cute pink work out gloves.
They keep blisters off my hands and I don't have to worry about feeling like I'm damaging my wedding ring. Listening to music is motivating and gives me something else to focus on besides my nerves. A lot of guys use the pockets in their giant gym shorts to put their music source but none of my outfits have pockets. Some girls stuff it in their tank or their pants but I didn't want to worry about sweat. I needed something to keep my hands free so I tried the SPI Belt
first. I like it and it's great for running but I needed to consult my online work out program too often to make it practical. I had to keep taking my phone in and out which made me feel conspicuous. I switched over to the Minisuit Armband
and now I can operate my phone right through the clear plastic and I can angle my arm in front of me to see the screen. It's neoprene so my phone is protected and I can sweat all over it without worry and wash it later. It makes it easy for me to switch my music up too so for me it's the much better option for working out. I also wear my Polar HRM because I like to know how many calories I burn. There is always going to be someone dressed weirdly inappropriate in jeans, chucks or a faded polo shirt. You can't stick out any more then that! 
3. Sign up for personal training. It's really expensive so I only did the one hour free session that's offered to everyone. During that time I asked him about three machines I wanted to learn how to use and it was just one more day of being out of my comfort zone around the free weights that I didn't have to do alone. A personal trainer will be right there keeping you accountable, teaching you proper form and helping you navigate the free weight area but it just wasn't something I wanted to pay for. I knew that I was capable of figuring it out so I toughed it out on my own.
4. Find and online training program. If you know nothing about weights you are going to feel very aimless and even more confused in the free weight area if you don't have some kind of a plan of what you are even supposed to be doing there. Having exercises in front of you using the equipment that you are nervous about using will force you to get on them and figure it out. It's too easy to run back to the cardio equipment or the basic cable machines. I went onto bodybuilding.com find a plan so I'd know what a weight lifting work out consisted of and have something to follow. You don't have to do the whole thing. Just get an idea of what a weight lifting plan looks like. I found out how many exercises to do per work out and how the muscle groups are split up. I followed the Live Fit plan for seven weeks and have now branched out to doing my own thing.
5. Don't be intimidated. I know there are a lot of buff guys wearing those tank tops with the huge cut outs in the arms but chances are they are too involved in their work out to notice you. It truly feels like everyone is looking at you as you fumble around awkwardly with equipment but they aren't. And the more comfortable you get being there the more comfortable you will feel about screwing up. Maybe you can't get the equipment adjusted right but you aren't so freaked out so you can sit there and figure it out, brush it off if you can't or even ask someone nearby without feeling like a total loser.
6. Keep on showing up and fake it 'til you make it. There were so many days that I dreaded showing up to the gym because I hated that I'm confused and everyone is staring at me feeling. I just wanted to say forget it, but I stuck with it and got more comfortable with every visit. There were times I had to skip a machine because I couldn't find it and was too embarrassed to keep wandering around the gym or ask for help. There were also times when I finally found that machine but skipped it because I was afraid I would like like an idiot when I couldn't figure out how to adjust it properly. I kept watching what other people were doing and then eventually I got the courage to try it myself.
7. Ask for help. I failed miserably at this. I'm sure I could have gone up to any trainer and asked where the row machine was or how to adjust the cable cross machine. There are also plenty of people around me who also might know, but I'm shy about doing it and I just hate asking for help. I'd rather wander around the gym casually sipping my water bottle and inconspicuously craning my neck in search of the back extension machine.
8. Go when the gym is least crowded if possible. It might make you feel braver about tackling machines and weight benches. Plus, you won't have to jockey for space or stalk machines you want to use. I get off work at 5pm and so do a lot of other people and pre work AM workouts are hard on me if not impossible so sometimes crowds are inevitable, which is one of the most annoying thing about the gym. That and other people's sweat. I went as early as possible on weekends when I was still feeling nervous. My gym is 24 hours so I thought about going at 11pm on a Friday or 5 am on a Sunday but it never happened. It would have been wonderful to have the whole gym to myself to figure things out though.
9. Remember, there are always people doing weirder exercises then you. I saw this woman getting up and down into a straddle sit in slow motion with a kettle ball in her hand. It was really bizarre. Then she went over and did a handstand against the wall while she bent her legs into a cross legged position. I saw this guy swinging from one of those giant racks and then putting his legs through his arms. One pair of girls threw medicine balls at the wall. People basically go into the gym and do all kinds of things to torture themselves. Whatever works the muscle or gets the burn is what they are going to do so there is no need to be embarrassed about doing walking lunges across the floor or anything else. I used to be embarrassed to even do the splits at the gym. Why? I don't know. I tend to be embarrassed of everything for one reason or another but I need to work those to keep my flexibility so I do them and now I don't think twice about it. Speaking of which, I need to start doing my bridge there too. Do what you gotta do and chances are it's no big deal.
After two weeks of I never ever want to go back awfulness I'm confident that I can walk into any free weight room in all my pink glory, be the only girl in there and not feel intimidated. I don't notice everyone else. I'm not looking for people who might not know what they are doing so I can stare at them and make them feel uncomfortable. I'm too busy sweating bullets and doing box jumps. I get in there and do my thing. You just have to push through the whole fish out of water phase and you can too.
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