Having a friend with a sports background who is willing to show you the ropes is great. If that's not going to happen, most gyms give you one free personal training session when you sign up. If yours does, ask to get the head trainer and go in there with a lot of questions. Have him show you basic lifts and give you a simple set of workouts that you can do for a few months that hit every area of your body. Don't neglect legs. You can also check out the workouts on here, pick one that makes sense for you and bring it into him/her and ask them to walk you through it. Don't be shy.
If your gym doesn't offer a free session, don't be afraid to ask staff how to do things. They should be helpful. As a last resort, you can check a lot of exercise demos on YouTube. Some are totally crazy but there are a lot of useful ones too. Read the comments, see how many views they have and if they seem to come from someone who sounds like they know what they're talking about.....use common sense.
At the end of the day, nothing beats getting in there and getting started. Once you're comfortable around the equipment, you might make a friend or two who can show you things or you can ask other people working out what they're doing. Just be polite and remember that they're there to workout and not coach.