Ohh, I want to reply to this, but what I have to say basically echoes what Blue Butterfly said. I used to go quite regularly until I had a (non-gym related) problem with my wrist, so had to pack it in for a while, and then I've recently moved, etc etc. But anyway, I thoroughly enjoyed it, as it was an hour of 'me' time.
Firstly, if you haven't already, go and visit, they should be more than willing to show you around. They are a business after all, and should take the time to encourage new members. Go and talk to them.
Dress - a pair of tracky bottoms, t-shirt, trainers. Perhaps take a hoody or sweatshirt until you warm up. No dress code as such, you just need things you can comfortably move in. And take a water bottle, and a small towel. (As BB says, so you can politely wipe down the equipment after your use, or after someone else has use the machine you want to use, if they've not been so thoughtful.)
When you sign up, gyms ought to book you in for an 'induction' session, and will set you a programme appropriate for your current fitness level, and your future aims. Again, being a business, they will not want you to injure yourself, and so are under an obligation to show you how to use the equipment properly. There should be people on hand every time you visit, so if there's anything you're unsure about, someone should be about to show you. You will not be made to do anything that you cannot do - they will not want you keeling over! (And on a personal note, aside from a brisk warm-up walk with an incline, I usually passed-over the treadmills in favour of the rowing machines

. Me? running? that's just undignified!)
And lastly, don't worry about people looking at you. Everyone started at the beginning once, and they're there for their
own workout. With the best will in the world, there is nothing so special about you that will make people stop and stare. You're not obliged to get changed on front of other people, nor shower in front of other people. Actually, out there in the real world, thinner people have just as many self-image issues as the rest of us.
If you do join, (and I hope you at least go and have a look) make sure you get your money's worth. You're not just paying for the use of the equipment, but also the knowledge of the staff.
If you don't get the induction (which should be given at least for safety reasons), or anything else 'bothers' you about the place, take your money elsewhere. Don't sign up to a place you're not comfortable with. Cos then you'll end up not going.
Best of luck with it.
