Don't worry about the machines; you can get the best workouts from dumbbells and barbells. Spend some time on this site, they've got tons of useful info for getting started, gym etiquette, different techniques and great videos that show you proper lifting form...
Exercise & Muscle Directory. Choose a couple of exercises and practice the movement at home with something light to get used to the action. Once you get to the gym, experiment with some different weights, trying to maintain the form and aim for 10-12 repetitions for 3-4 sets. It'd be smart to record the weight you use either during or after your workout so that you'll be confident in the weight you choose the next time you're at the gym. Most of these exercises are only using individual muscle groups, but once you become more familiar with the individual muscle movements, it will be ideal to move to compound exercises to increase the fat burn. Also, try to go to the gym during off peak hours so there are less people around. Good luck and let me know if you have any questions.