I definitely would call the gym. They should have someone available to manage a complete orientation with you.

I myself read the program guides for my gym. They have a women on weights class. There is an instructor available at all times to help with both free weights and nautilus equipment. It has halped tremendously.

Not only that, but people when they go to work out don't usually worry about what others are doing. So please don't feel like people are staring at you. g

Good luck.