It's pricey, but might be worth it for a few sessions if you are totally new to the gym, and need to be shown a few basic movements. Group classes (which are usually covered as a part of your membership) are also worth starting with, since the classes will take you through a workout without having to figure things out all on your own.
You can also check out some of the older threads around here, for recommendations for designing/starting workout regimens. The important thing here is to do what you CAN - and then build from there. Don't jump in the deep end and compare yourself to anyone else; just keep moving a little more, a little better.
Luck!