I know what you mean girl! I'm not overweight by any means, but I do know what it's like to be embarrassed by not knowing what you're doing. I mean not knowing how to use the equipment, and not knowing what machine does what.
Like others have said, everyone starts somewhere. I bet some of the big buff guys at the gym where I workout used to be overweight, or were scrawny.
What I do is ask people who are nearby how to use a machine and what it does. I've never had anyone turn me away when I've requested help. People seem to love to share their knowledge and experience. I'm new to the gym as well. I've worked out a few years ago, but have lost the muscle mass I once had along with the strength. Also, I'm at a different gym now and there's a ton of equipment there I've never seen before or used. It's intimidating, but when you step on a scale and see you've lost weight it becomes fun and worth wile. It's worth it, go to the gym and have fun. It is a lot of fun working out, a lot of people are hooked on the gym and that's great because it gets people into shape and healthy, and is an awesome stress reducer.
And believe me, you won't be the only overweight person in the gym.
Just remember once you start, that it takes time and you won't see fantastic results in just a few days. Don't let that discourage you because if you work hard at it, you will see noticable results in a few weeks.