Think back to the day when you took a new job or decided to take a night class at the local community college. I'll bet you felt a little uneasy or self-conscious, right? Maybe it had been years since you last opened a book that you actually had to study from. Then there is the thought of having to take tests again. This can be a scary time for you at first. However, it doesn't take long until you've developed some good study habits and realize that taking a test isn't that bad.
Joining a health club or starting an exercise program somewhere else is no different. At first you don't know anybody or are unsure of what to do, but within a short time you begin to feel more comfortable because you learn more each day and meet new people.
I once held a weight loss workshop for women only. At one of the sessions I asked, "What allowed you to get over the fear of exercising in a health club?" One of the women responded that she didn't worry what others were thinking and continued to be consistent with her exercise program. That meant day after day going into the gym and following her workout program. After a couple weeks she no longer had a fear of working out in the club when others were around. She soon made friends and realized that the people around her were all doing the same thing.
This is typical example and can work exactly the same way in your situation. Health clubs are not beauty pageants or places to go where you watch others. They are places where you can get professional help, use a variety of exercise equipment and have a great time socializing, all while getting in great shape.