it's normal to be nervous and scared. don't let it stop you. i find it helps to have a really specific plan: you should know what exercises you're doing, how to do them, how many sets and reps, and your working weight. everyone in the gym was once a beginner, and you just need to push past that initial discomfort.
this was totally me for so long i literally stayed on the treadmill for awhile and then i was like i would be so proud of myself if i just tried the machines and i did it and now im in the gym 4-5 times a week and genuinely just love it just remind yourself how proud you would be if you just did it!!