OK... it's easier than you think.
Firstly, we've all been there. We all started out from nothing and needed to learn, well, pretty much everything. I started for the first time when I was 35, and was just like you; stupid (sorry). Personally, I had a trainer for my first 5 or 6 weeks, and I found it to be very helpful, but if you'd rather not, there are resources out there for you. Here's my best pitch at what you could do:
- start slowly. If you've never been to a gym on a regular basis before, start by picking a cardio machine, and just do that for 15 or 20 minutes (or whatever you can without dying). A simple treadmill or non-intimidating-looking machine will do you wonders. Use this time to look around at the other machines that are there, and watch others using them. Please, however, don't copy other people in the gym too much, as I'm always amazed at how much poor form is out there.
- read this site: http://www.exrx.net
, and especially http://www.exrx.net/Beginning.html
, it's a very helpful and reputable resource, with videos to guide you into good form.
- for a very basic and really good intro workout, try to master 4 basic lifts (at first, using machines, if you're more comfortable there, and then moving to free-weights; which offer a better workout)
-- bench press
-- shoulder press
(and don't forget to stretch)
If you're able 3 times a week, for about 1/2 an hour is enough to start. There's really no need to swish around the gym for 3 hours lifting and pulling things. Stay focused and track your results. You'll notice that each week, you should be able to add weight to what you're able to lift.
of course there are others, and they all offer benefits, but this should get you going, and give you a chance to see some changes in your body to motivate you further.
Happy gym-ing. And, don't give up. I've found that the on the days I most DON'T want to go, and I manage to drag my ass there, are the most rewarding.
(I still think a good trainer is worth the money, if you can)