For tops, you could just wear a loose t shirt at first and build up your confidence til you are ready to wear a gym-type top - the Nike dry-fit fabric is great for keeping cool and sleeveless is good. I like the stuff in John Lewis as it is real gym wear rather than fashion sports wear IYSWIM. I have bought stuff from the website I linked to as well and found their stuff and service good. Also check out Sweatshop for a good range.
Have you got a good sports bra?
I wouldn't feel too worried about exposing wobbly bits at the gym. The gym is there for people who want to shape up as well as those who are already fit. Most of the people there will be normal size! Not supermodels or athletes. Wear what is comfortable and enables you to do the best workout you can.
Buy a light coloured sports bra, not stupidly a black one like I did (so it shows under all my light gym tops), der!!!! Mine wasnt cheap (£50) due to big boobage so will be a while before I can get another
I always feel much better about myself in my swiped from my sister's wardrobe sweaty betty stuff, but it isn't cheap. Gap have a sports range and they sometimes have quite good bits in - always worth a look, especially in the sale!
Something like these capris, and this top? Most other people at the gym will be there for the same reasons as you. The hardest thing is the first time, then it's fine. My local gym is usually just me and the weight lifters. Intimidating!
Flipping hell Smartypants, would you say that to a strangers face? Go easy.
IMO people in the gym are not all skinny minnies. Most are average sized people who enjoy fitness. And I have never really even "noticed" the other people in the gym. Like them I'm busy doing my own thing. But I find everyone very friendly and supportive if you ask for help or anything.
Marks and Spencers do some decent [[ http://www.marksandspencer.com/Sportswear-Womens/b/43118030?ie=UTF8&intid=gnav_women_sportswear gym wear]]. Reasonably priced too if your just starting off.