The majority of people’s attention is focused inwards at the gym. They’re there to work on themselves. I get how you feel (was there a few months ago myself, but bit the bullet and started), but once you start going you’ll see that it’s like this. Now I just pop my earbuds in and crack on in my own little world.
As others have suggested, see if you can find a gym buddy. Does your uni have a gym? They’re often much cheaper as they’re aimed at being affordable on a student budget and may be more convenient if it’s on campus.