Speaking to one of the gym staff might be a good idea as they should be able to sort you out with a basic starter program. Although, if you don't want to do that it won't be hard to make improvements if you're really starting from rock bottom (which you've made it sound like you are). Make sure you warm up well (walk gently on the treadmill or walk to the gym) before you start. Decide whether you want to do cardio, weights or both. If you want to do weights it's a good idea to get an instructor to talk you through it as you could hurt yourself if you don't use the right form. As far as cardio goes just give all the machines a go and decide what you enjoy most, it can be good to use more than one machine in your session as it stops you getting bored but there's no reason to force yourself to do something you hate. Set yourself a time aim and just keep yourself on the machine for that long, even if it means you have to turn down the intensity at points, you'll soon find your cardio system catches up and you're able to start upping the intensity/time. Stretch at the end.
Also, don't replace your meals with protein shakes and spend loads of money on overpriced snacks. Give yourself treats, just remember that you'll have to run 2.5 miles to cancel out a chocolate bar so going to the gym doesn't give you a free pass foodwise (although you haven't said that weight is actually an issue). Eat healthy as it will give you more energy and help your muscles recover but all that means is make sure you eat your fruit and veg and home cook your food rather than having processed crap.