Doing something for the first time is always stressful. It's a normal concern. We are taking a risk which leaves us feeling vulnerable and the weight of figuring out how to try something for the first time can lead us to procrastinate and never actually do the thing we want.
1. Everyone's had a First Day.
When you first step on a mat of any kind. The first thing you can be assured of is that everyone else has or is currently having, their first day. You're excited and nervous all at the same time. You want to impress this new group that you've decided to inject yourself in but you also want to learn. This can lead to newbies "trying a bit too hard" to impress on their first day and can leave a sour note for your potential teammates. So, it's best not to overthink anything and just enjoy being wholly "new" to something. Focus on learning and retaining as much as possible and any social pressure will dissipate.
2. You're in Shape
One of the most common reasons I've heard from people when it comes to trying their first class is that "I want to get in better shape first", or "I don't want to embarrass myself." Well in line with the first rule. Everyone both understands the feeling and knows its not needed. It's something we tell ourselves. The athlete's we watch on T.V. are in phenomenal shape and its normal to compare ourselves to them but the reality of your local gym will most likely be a mixture of people in great shape and people still getting in shape. People from all walks of life and of all different sizes. Some are still as nervous as you.
3. Call Ahead
Most of the logistical issues can be sorted out with a simple phone call during normal business hours. "What should I wear?", "Will there be water available there?", "Is there a viewing area for the parents?", "What's parking like?", Etc. I'm sure there is a nice person waiting to answer all of your questions. I would also recommend checking the gyms website as it might contain all the answers you need.
4. Hygiene is King
One thing that is or at least should be. Is that hygiene is paramount in creating a comfortable space to pursue our violent passion. Whatever clothes you decide to wear. Make sure they are clean. When you do show up for the first time. Be as freshly showered as possible. I know everybody doesn't have the resources to go home and shower after work but make your best effort.
I hope these tips give you the confidence to walk into your local gym and be ok with being out of your comfort zone. I promise it will get more rewarding with time. The biggest step is taking the first one.