That anxiety has kept me away from the gym for years. Thankfully there is a gym here with wonderful equipment that the association takes great care of. so I can go in and use whatever I want, whenever I want. No one is ever there!
I did have to have a friend fo mine come over and show me what machines to use for what though. I didnt want to hurt myself.

I think you should call them, see if you can make an appt with someone to show you around, and show you how to use the different equipment. Then you can sit down a plan a workout. One week you can plan to do one cardio machine and then next another. They would most likely also help you get a routine for weights.

Just call them and ask, cant hurt (well maybe after you do it it will)