You've made a very common mistake about gyms so don't worry.
Who will you find inside a football stadium on matchdays? Who will you find next to a lake or a pond with a
massive stick? (and don't say stalkers and rapists). Who will you find at a museum?
The answer to all of those are simple to asking who will you find in a gym. In a gym you'll find people that want to improve themselves. No one that has ever stepped foot in a gym was born there.
Everyone has a first day lifting/running. Everyone had to go through the same thing you'll do when you walk into that gym.
I can honestly say in a gym no one gives a **** if your fat/thin or whatever. The fact that your there, your making that effort is enough to prove to anyone worth your time that you blend right in in the gym. Everywhere in life you'll get a dixkhead now and then but you have something in common with everyone else in there. Your there to change yourself!
The sooner you start the sooner you realise the gym can be actually one of the best places ever!
You could try going at a quiet time (mid afternoons, Sunday's etc in my gym) to get used to it and get that initial confidence. But basically get your iPod on and get in there. Look at all the girls that you can see have tons of make up on and lol to yourself. Be their for yourself and not what other people think. Your the one that lives and
goes home with your body (I wish I did too mind )
Find your motivation and go!! Have a search for beautifulgrace on bodyspace ( part of bodybuilding.com) and go from there.
Hope this helps and I havent blabbled too much