Gymtimidation. Feeling fear when you go into a new gym to train. It's real! And I felt it myself a few weeks ago when I went to train in a new space.
You're not alone, most people feel that way when they first walk in. After a while, people come to realise, no ones watching what you're doing or judging you, they're focused on their own workout.
Try taking a friend along or starting small with something you're comfortable with. Having some personal training sessions can also help you get comfortable in the new environment and make the most out of your membership.