I had no clue what I was doing when I first walked into a gym a few years ago. I'd never gone to the gym for a purpose other than something along the lines of "that's where the volleyball courts are", so my total inexperience at weight lifting was darn intimidating. Some things which helped me:
1) I tried to go at non peak times. Since I was going to a college gym, that meant early morning. Essentially, the only college students willing to get up to work out at 7 are the varsity athletes, and they've got their own separate training facility, so the normal gym was pretty empty. As in, generally there were 3-4 people in their 20s, and 2 people over 60 in the entire thing. No wait time for the equipment you want, and no one paying any attention to you. If you're not a morning person, consider going late at night, or during lunch if you've got the time flexibility in your job. Heck, if you have the time flexibility, 2pm is often a pretty deserted time at almost every gym. The after work/right before dinner time is often quite crowded, as is the immediately after dinner time.
2) I made a list of all the equipment they had and looked up how to use it at my convenience at home. I also paid for an online personal trainer for a few months when I first started, and asked him a ton of questions. It was worth it in my experience. Although he answered my questions in e-mails a few hours later, instead of while I was standing at the weight or machine, he was also way less expensive than an in-person trainer, and thus he fit in my starving grad student budget.
3) Yes, as stated above, free weights are in general better to use. Once you know what the heck you're doing. I'm actually a believer in using weight machines for a little while at the beginning, so you get a better idea of what the motion is supposed to feel like, and so you can safely experiment with a range of weights until you find out how much you can handle for a given exercise. In general, having to drop a weight stack on a machine is much less dangerous than having to drop a free weight because it's too heavy. It's annoying if someone is doing so at the end of every set, but if it's sporadic because the person's trying to figure out what weight to use, that's entirely different.
4) When in doubt, ask. Ask the staff. Ask a trainer. Politely ask someone else who looks like (s)he knows what (s)he's doing. You can tell that by how fluid and controlled the motions are, not by how much weight is being used. If you wait until someone has finished a set and then ask "Excuse me, but I'm new, could you show me how to..." most people will do so gladly. We were all new once, so asking for help does not make you look like a fool. Doing something stupid and/or dangerous because you don't know any better and were too embarrassed to ask often does. Ask questions in the forums here, if that's what it takes.