Okay so this might sound ridiculous but I want to start going to the gym, specifically to work on my anxiety. My goal is to be able to workout in public without being anxious, since I have really bad anxiety being out in the public's view. 

So my question is for everyone who goes to gym - what do you do once you walk in the door? What type of things do you bring with you? Where do you put your stuff? 

My plan is to go on the treadmill until I get comfortable but what do I do when I walk in the door?