Gym Jitters?

So does anyone else have this issue? Do you get the gym jitters? Feel like you look like a fish out of water and your not using a piece of equipment right and everyone's laughing at you? I haven't had a bad experience I just feel weird...I defiantly get a better workout when there is less people there because I don't feel like I am being watched.

I've just been going in and doing some treadmill, elliptical, rower, and rope climbing (the seated or standing version not actually climbing), but I don't feel like this is enough even though I am going for an hour or so. I know I need to get in some weight lifting but it is so intimidating going to the "weight section" for one I have actually only once seen a female in that area and I honestly don't know where to start. I've been looking at things online but I am just at a loss honestly and don't know what to do.

OH well...just another obstacle for me to over come..no worries I'll figure it!!