people talking to me at the gym

sometimes people get annoyed with people talking to them and breaking their stride in their workout but my problem with it goes deeper and I have a hard time dealing with it. it embarrasses me for some reason. I really don't know how to interact with them because I actually spend very little time interacting with anyone. one guy yesterday asked me about an exercise I was doing - and this guy was ripped - and I felt unworthy to be answering his question and embarrassed for some reason. today a woman was talking to her friend about a different exercise I was doing saying she needed to do that and I overheard and stopped and told that she could do it and should try it. I felt stupid doing that. Its a few hours later and I'm still cringing about it but I know I should feel that the interaction was completely normal - because it probably was. I just try to do my workout with no interaction and trying to be as invisible as possible but I like going to the gym rather than working out at home - maybe because being there seems like contact to me. its the same with 5k races I used to go to - I would not talk to or interact with anyone but I liked being there. whenever anyone approaches me, I feel small or unworthy or embarrassed - its hard to put a word to.

Yes, I have some sense of this. I also pretty-much avoid getting into conversations with people. I don't do it much & I'm not very good at it. I sometimes also feel embarrassed by how I handled it. It is true, though, that conversing with others is a skill that can be learned. The more you do it, the better you get at it. So my thought on the subject would be to keep doing it. Chances are you'll get better at it over time, moooo2u. Good luck with this!

I get on wrong foot everytime I interact. I feel, I made fool of myself and no one needs my opinion

I often feel that way as well. Those things probably aren't true, I keep telling myself. and even if they, so what. you are you and you are entitled to your opinions and if someone thinks you a fool, that's not your problem (unless you objectively stand back and ask yourself if you are a fool - but if you do that, you are definitely NOT a fool, so there you go.)

get better at it over time? I'm 49. still haven't figured it out. I know what you mean though. while there will always be people to whom conversation comes easy (or at least seems to), I agree that its something if practiced, you will get better at. I have very limited opportunities in my normal life. I work from home - all interactions are over the phone (and I HATE HATE HATE phones - I'd rather talk to someone in person - I have a phonbia) and I have no actual interaction with people in person except occasionally some of my wife's friends from the neighborhood when we are socializing. Of course, when that social event is over, I'm left scrutinizing my behavior and worrying if how I behaved was OK. Which of course it most likely was completely normal but that knowledge does not stop me from replaying everything.

Would you say you feel as though they are judging you? I would assume a person to feel quite self-conscious if they garnered the attention of strangers whilst attempting something they've not really much experience in.
I can sort of relate to your plight. I enjoy going to the gym, as exercising helps to control one of my most prominent tics due to the fact that I have to focus on breathing. However, I always feel out-of-place there. Everyone else at the gym either looks as though they've been going for years, or like their doctor has ordered them to start lest they suffer a myocardial infarction. (Actually, wouldn't exercise exacerbate an already weak heart? Perhaps the doctor gave them a specific regimen to follow. Let's get off this little tangent before I get lost.)
I look like someone let their kid run about the equipment. And this feeling is only magnified when strangers approach unasked and begin explaining the equipment to me. I am perfectly capable of reading the instructions provided, thank you and please be off.

I haven't been to the gym in over a year (I canceled once school got too intense) but I was the same way. My old T was always like, "Oh, you'll meet plenty of people at the gym!" and I remember feeling very confused, shocked even: people meet at the gym??

For me, it's embarrassment. I'm not in great shape (even though I used to be pretty fit and I know my way around) and I don't want to be judged. But I find that, unless you're being a total tool and completely ignoring gym etiquette and/or using equipment dangerously, other members are pretty accepting. Most are there just to get their sweat on and don't socialize. The more extroverted will throw the odd comment out as they get on the machine next to you, or smile at you, and even strike up a convo. I'd say the people you mentioned are just being friendly, and you did perfectly fine encouraging the lady with the exercise.

I've always felt that people judge in general (not just at the gym) and whether they actually do or not (both of which are equally likely), I'm learning that I need to not worry about it.
I go to a gym that has many many different types so I've actually stopped worrying about fitting in as I've gotten more comfortable there - there is nothing to "fit" into. I used to be terrified to try new exercises or a new piece of equipment because people might judge me - I'm still a bit apprehensive about it but I'm more likely to try something new on a day when no one is really around- you just have to go at the right time. I'm more self-conscious when doing the "serious" lifts like deadlift, squats, and bench because form is so important with those.
The other thing that I realize from doing my own workouts is that I'm focused on my workout and I would think that everyone else is as well and largely don't really care about what I'm doing. I'm probably aware enough - as are other people - that if they saw someone doing something unsafe or getting into trouble, they'd step in and maybe say something. There's not a lot of advice offering going on at my gym but it happen and my opinion is that you listen and evaluate - believe me, if someone takes the time to say something to you about something, they;re either a known busybody who gives unwanted advice to everyone or they see something that seriously needs your attention or they just want to help someone who might not be that familiar and its noticeable. Remember also that not all advice is good advice.
My problem is a bit different because I'm starting to become a recognized regular and that means I might start making connections and people start talking to me and that just scares me so I just pull into my shell even more.
When I catch myself doing that - either in the gym or just out and about, walking in the park or just doing whatever - I remind myself to open myself up, get out of my head, expand my awareness and experience and be open to what the universe has to present to me. I actually say that to myself and with that I try to physically relax and open my mind and senses to what's around me because I realize that I've jammed myself into a tight little box so no one sees me. It makes me feel better when I remember to open up.