Best thing ever? Go to Amazon's used shops or half.com and get this: http://www.amazon.com/gp/product/0399518991/sr=8-2/qid=1149691702/ref=pd_bbs_2/102-5626937-8472129?%5Fencoding=UTF8
Seriously, you can get it for like $.25 and it's so beautiful and so powerful and, having had a dance class from her, she's so warm and kind. It teaches you about how to use the machines and stuff.
Other stuff: If you don't look at them, they won't look at you. No one is going to judge you if you go slow, don't overlift, and make sure your form is good. They're only going to judge you if you go diving into some exercise with like 800lbs on it and then drop it on your foot. WHich you wouldn't do anyway. My advice? Do the machines you know how to use and watch other people, they'll use the unfamiliar ones and you'll be like "Huh, so that's how that works..."
Cardio equipment is cardio equipment is cardio equipment. The first thing you have to do is start it.. with an elliptical or a bike that means moving the pedals, with a treadmill or stairmaster it means pushing the button that says "Start" or "Enter" ("Quick Start" is going to throw you into some pre-set program that might be good for a first round but you'll want to customize eventually). Put in the program you want, your weight, and the time and level and go. If you stop early, no one knows but you.
Most gyms have a fitness assesment with new memberships, or a few free sessions with a personal trainer or something that will give you a good idea of how to use all the stuff, take them up on it. Normally they're all pressurepressurepressure but if you tell them how much weight youv'e lost they're going to shut right the hell up.
In conclusion? Ronnie? How wonderful you feel after a workout is some thing you've earned, you deserve, and you shouldn't have to miss for worrying about grunting sweating men with bad form who are just trying to impress each other. You, and your struggle, are worth this.