@Clovertoast
Firstly, make sure the gym suits you -shop around, visit, have a tour first.
Not sure where you are but there's the main ones like "puregym", local hotels might have one, local leisure centre.
They tend to be keen to get you in - you can get some really good monthly deals and trial offers (especially if you can attend at "offpeak" times). I've been a member of my local university one this summer as they did a great deal. You might want one with a pool/sauna/hot tub if you can find one? Though covid has made them a bit harder.
Some gyms are more "posey", some are more sociable, some have people who are just there to work out and go home. Occasionally some gyms have too many creepy guys or meatheads lifting weights so watch out for these!
You get an induction where they show you all the equipment and how to use them, and they can help you to do a programme so "you know what to do when you get there".
So say I have (1) stretch (2) run for 20 minutes (3) some wiggling about and isometric on the mat
(that sounds really lazy but that genuinely is me as I'm recovering from illness! But the point is it's MY workout - I don't have to do six hours, no-one is checking up on me)
I'd be a bit wary of organised classes if you're not feeling confident? Some can be great but some have a little bit of a bitchy/overcompetitive atmosphere.
Another option is seeing if you can get a good deal with a personal trainer as they will really show you the ropes. Again, shop around - you're the customer, find someone who you get on with who suits you.
You won't look ridiculous, everyone is there to do their workout! Like I said some gyms may be a bit "posey", but you have the decision not to go there (definitely ask for a tour first so you can see the vibe there).
You don't need to get any special clothing straight away apart from
the right shoes and be comfortable to move in. I have trainers and a black t shirt and black leggings.