its 100% anxiety.... everyone who goes to a gym is there to better themselves, the quicker you take on a don't give a s**t attitude
the better you will feel when you go in. How can someone make fun of a fat person in the gym when they are there to do something about it? How can you make fun of a nervous person in the gym, when they are there to boost confidence and feel better about themselves?
Our local gym used to have this woman who was 400lbs+ she was the sweatiest person there and people did watch her, but it was in pure amazement as she worked harder than any person in there.
You can do it! just take one day at a time and you will start to see that there is nothing to be scared about. Everyone is in their own little zone.