It is completely normal to feel nervous about starting a new exercise routine or going to a gym for the first time. This can be due to a variety of reasons such as feeling self-conscious, worrying about not knowing how to use equipment, or feeling like you're not in good enough shape to exercise. One way to overcome these nerves is to start small and gradually increase the intensity and duration of your workouts. It can also be helpful to find a workout buddy or a coach to help guide you and provide support. Remember that everyone starts somewhere, and it's important to be kind to yourself and not compare your progress to others.