Gyms can be intimidating - I'll agree with that. We all know how much it sucks to have to hop on the treadmill next to a hard-bodied sexpot... but keep in mind... you're not there to impress anyone are you? (that's what i keep telling myself

)
If you're relatively inactive, you'll see big results with just a little exercise. Don't worry about what other people think - they do bad things and snicker and try and make others feel bad just to make themselves feel better. You can lose the weight - they'll always be rude.
Have faith in yourself and take it one day at a time. Just think of how much progress you could have under your belt this time next year!
Best of luck,
Wendy