ntn4utide - working on gym equipment - weights - is all about form - if you have incorrect form you could hurt yourself or not make any progress. The gyms I used to belong to would give you one free training session at the gym (to try and rope you into getting a trainer) but are really good (if the trainer is good) at showing you a simple routine to start off at the gym untill you feel more confident, and to help you with form.
now if you can't get a trainer, and one is not cheap enough then watch some of the non-muscle heads that look they they are getting an effective work out in and try to copy them... prob a girl that looks at least semi athletic is good to watch.
in terms of cardio machine, i think the stair climber (not stepper, though that is pretty good too) is really good for a 5-10 minute warm up. it is very intnse, and I susually don't try to go overboard on it. also the eliptical machine with arms is prob better for you than the one without the arm motion thing... and then the bike is good for cooldown or when you are tired and want to do something that is not too intense (until you go to a spinning class and actually kill yourself - oh but its joy
)
have fun, and you have any more questions I can def help.