Hi. I feel your pain. I was in this situation before, but not in the gym. I have obesity related problems all my life. School was hell! I was teased, made fun of and so on by all the other girls. I don't know what was their problem. Yes, I was fat and maybe not so attractive, but that is my problem and not theirs.
After I finished school and college, I did some research online and I found great methods on how to exercise and home. Thank God! I didn't have to go to the gym and be stared at! Now, I'm working out from home or go somewhere outside. It's much more fun in nature than in a closed room.

Unfortunately my weight loss is not going so great as I feel great. Hope things will get better soon So my advice to you would be...get online and do some research. It's more fun to running outside is better than on a treadmill. Just a thought