I had never joined a gym until I moved to Chicago and the winter hit. Being new to Chicago there was no way I'd continue my running in freezing temps (now I will!) so I knew I needed access to a treadmill. What I didn't realize was that I'd get a ton of other great things: free weights, heavy weights, access to personal trainers, group classes and tons of cardio machines!
When I joined my gym, not only did I get a warm place to run in the winter, but I also discovered weightlifting and got over my fear of trying new workout classes alone.

This sentiment applies to so many other parts of your life as well: want to join a new church? Volunteer with an organization you admire? Join a book club or some other kind of meet up group? Take a class at a community college?
Don't let your fears stand in your way of becoming the person you want to be. Trust me, no one is paying as much attention to you as YOU are, and if they are - who cares? You should be proud of yourself for stepping out of your box and trying something new: focus on yourself and don't let your fears or anyone else stand in your way.