You want to make sure that you have the money to join a gym.
They may have initiation fees,monthly fees and other fees, like having to pay extra for a fitness trainer or a class in addition to hidden fees.
Shop around before you settle. Figure out what you're looking for in a gym and see what each gym has to offer. Consider how important it is for you to have: a locker and locker room, towel service, spa/jacuzzi, equipment (new/old and type), showers, pool, courses (yoga, cardio, etc.), hours of operation, food/drink sources (cafeteria/vending machines) and so on.
Keep in mind that a lot of people make losing weight part of their new year's resolution and a lot less people go to the gym during warmer months because they can exercise outdoors. This results in gyms offering better deals in warmer (summer) months and jacking up prices in the winter. Your best time for better deals would be to join in the summer.
However, you can see if they offer free one-day or one-week trial memberships. In this case they may require you listen to a one-hour presentation/tour.
In addition, you want to ask about different plan options, like how long you have to commit for, fees for canceling membership, or if you can pay as you go.
If you have cable/satellite tv service, check out the fitness channel and other fitness websites.
Some advice for after you join: If you smoke, quit because not only is it unhealthy, but it will also hold you back when working out. Plus, the smell is offensive to others. Make sure you wear proper clothing and shoes. Cotton-based and breathable clothes are better for when you sweat. Make sure you wipe the equipment before and after you use it, so as to decrease the spreading of germs and sticky sweat. Do wear antiperspirant, but don't put on cologne. As good as it may smell to you, it can be offensive to many other people, especially to those with sensitive noses. Speaking from experience, there's nothing worse than having to use a machine after a hairy, sweaty guy missing a towel, whose only means of cleanliness is to douse himself with cologne.
If there is a machine/equipment you don't know how to use, don't be afraid to ask. This is what the people there are paid for. You don't want to end up injuring yourself and/or other people or looking stupid because you messed up.