How to go to the gym alone (first time)?

Anonymous
I have never been going to the gym (ok, one month when I was at high school, but it was only a small school gym). Now I want to do something for my health but I have no idea how to start. I found some beginner programs, but some people say that the beginners should spend at least one hour with an instructor at first. I am not obese but I sit all day long which is not good. Should I call or message the gym and ask if beginners also go there and what advice they have for me? How did you start? And the question especially for girls: how to not feel awkward in the middle of bodybuilders?
Another problem is that I have no friends who could join me and when I am alone and know nobody there I feel anxious and I don't want people staring at me... Actually I really don't know if I would like trainings there but at least I should try I guess...
How to go to the gym alone (first time)?
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