Oh gosh! I wish I knew you - I would work out with you! I've been weight training and running for a few years and I love going to the gym! I love dragging my friends in with me for a work out.
Go buy a really cute workout outfit, one that makes you feel awesome. Put it on the first thing in the morning one day but don't go to the gym. Then take it off and put on your regular clothes. Do that for a few days and then one day, you will be so used to putting your work out clothes on, you'll actually want to go to the gym! I know that sounds really lame but believe me, it works.
Once you get to the gym IGNORE all the uber fit skinny minnie women or muscular meatheads you see. You are there for YOU. So let them stare. Believe me, most people have more respect for those at the gym who seem serious about getting in a good workout than coming in looking hot and hip.
Most gyms have an orientation of some sort, where someone takes you around the machines to see how to use them. Most gyms don't want people injuring themselves so they offer this to new members. (be careful, they may want to rope you into paying for a personal trainer).
Go to bodybuilder.com or a similar site, like muscle and fitness. I get the magazines and they always have a machine section and all the different workouts you can get from each machine, from easy level to maximum strength. Plus, you will see all kinds of training schedules for novices up to die hard juice heads.
Most weight training schedules go like this: Sun - back, Mon - treadmill, Tue - legs, Wed - eliptical, Thu - chest and abs, Fri - stairmaster, Sat arms and shoulders, alternating a muscle group with cardio each day. Don't over do it for the first 2 or 3 weeks - just get to the gym and work your way up. If you stick with it, in a year, you'll be surprised at how long you can go on the treadmill or how much iron you'll be pumping! good luck to you and Let us know how your progress is going.