how to start?

Sooo I got a gym membership in december b/c a really good deal was going, but I still haven't gone yet.

I really wanna go, but my anxiety gets so high when thinking about walking in and not knowing where to go or what to do, or not knowing if there's something I have to do as someone starting this gym, like a waiver or something. For some context, I have diagnosed MDD and pretty bad social anxiety, and with how I feel about my weight, i just feel so non-belonging anytime i even sit in the parking lot.

I have gone to my college's gym with friends before, but I was able to hide behind them and let them talk for me. Now I don't have access anymore, and I am dying to get some mileage on the treadmill because I have just rotted over the past few months.

So what I'm asking is: can someone give me like a step-by-step of how the first time goes? I know it's very silly but the unknowns are kindof strangling me, thank you!!!