So... I signed up at the gym!

This is a big step for me, I haven't done much in the way of exercise... well...ever!

I am by no means overweight, but I am unfit and unhealthy. I eat crappy food, I don't exercise, so it's time to start doing something about that!

The gym scares me! I have no idea where to begin and what I should be doing.

So, for those of you who go to the gym, how did you start out? What did you do? What works for you?