As silly as the question appears at first glance I remember my first time going to the gym...felt SO self-conscious. It didn't help I was a little 120 lb guy going into a gym with all sorts of college guys.
I'd say your best bet at first is just some casual sportswear. Get a t-shirt, some athletic shorts, and sneakers and that's all you really need. It's nothing fancy. I only just now started really deviating from that general mold now that I'm 170 and don't have tanks that just look sad on me.
“The rains have ceased, and we have been graced with another beautiful day. But you are not here to see it.”
My must be: airmax boots for sure