Is it weird to be scared of the gym because I'm self conscious?

Like if I go into a gym all these huge guys are working out and I'm just really small looking when I go in there.
Plus I see people doing stuff the correct way with an organized and researched workout and I just feel so stupid not knowing any exercises or workouts or routines. Not to mention I can't do nearly as many as my friends and if I run into one of them I'll never live it down.
Is it weird to be scared of the gym because I'm self conscious?
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