When you first start lifting weights you may feel a bit conspicuous. You might think that people in the gym are watching you and passing judgment.
Know that a high percentage of people don’t care because they are too busy feeling self aware themselves.
Another thought to keep in your head is, that a high percentage of people you see are doing their exercises incorrectly.
Their technique will usually be horrible and they won’t have a clue why they are doing the exercises, nor will they know how many they should be doing or how many times per week.
Get your self a plan and make sure you get some guidance on technique, then you will be confident when you go to the gym.