All gyms will give you a basic induction, but it can be very basic, ie to cover health and safety - showing you how a couple of machines work and where the toilets and lockers are sort of thing. Otherwise you're left to it.
If you are nervous, and also just to help you make progress quicker, it would be good to book in with a PT for say, 4-6 sessions who could help you learn some exercises and set a routine. But you have to be a little bit canny with that as it's in their interests to have you working with them long term and that's expensive! Some will agree to set you a programme and then allow say, a once a month follow up appointment, others will have minimum sessions you need to book with them a month - PTs in gyms are usually self employed so you have to see what they offer, it'll vary according to how busy or short of clients they are. Most gyms have some info about PTs on their website.
Unless you've got any reason not to (eg disability) I'd strongly suggest if you do book any sessions with a PT that you ask for someone to show you barbell movements, like squat, deadlift, bench, overhead press, rows etc. They're the biggest 'bang for your buck' if you're not training frequently (because they work the whole body, rather than focusing on one area like a lot of the machines do) and because once you know how to do them, you can carry on doing them on your own, without a trainer. There's cheaper alternatives too, like apps that are inexpensive and have plans in them aimed at beginners (Stronger by the Day, megsquats does an 8 week programme to help women learn weights, Mind pump have 'MAPS starter', there's a lot out there now!)
Also this may sound counter intuitive, but whilst the best gym is likely to be the most convenient one you can get to, eg location, opening hours etc, the friendliest are smaller and more specialist. Big, cheap high street gyms (like aforementioned pure gym) aren't terrible, but naturally they attract a lot of teenagers because they're so cheap, and they run on minimum staff so there can be annoyances with people hogging equipment or not putting equipment away. Scary looking bodybuilding gyms or strongman gyms are super friendly and supportive because they tend to be full of people who are a) very passionate about what they do, so love sharing it with anyone new, and b) confident enough about what they're doing that there's no ego!