I understand that you might feel a tad embarrassed going to the
gym for the first time.
Beginning your weight training is just like popping your
virginity.
You feel conscious about your body. Always wondering if it's big
enough.
You're nervous and you act the little boy lost.
You're probably not doing it right.
You give up soon after.
But the frustration hooks on to you and turns into a gradual
addiction and pretty soon, you will love those iron weights.

Try to get a partner to come along, a best buddy or your brother or
whomever is willing to make sure a loaded barbell will not pin you
down to the bench. Don't think about what others are doing ; the
battle is with yourself.
Don't sacrifice form and technique for load. If you can only bench
press only the bar itself with proper form and not 1kg more, so be
it. Always know that you will get stronger next week.