Better here...
Looking stupid in front of other people
Really? I don't give a toss.
Feeling self-conscious next to other people
Na. I've accepted that I'm overweight and in bad shape.
People judging my body shape
It is a gym, you are going there to improve your body shape, so it is irrelevant if it is not that of a body builder on day one, and who knows whether you have been going every day for 10 years or it is your first time? Most of those with a better body than yours are probably so self-absorbed it wouldn't register with them if you are a regular or not.
Not knowing how to set up the machines/equipment
Here there is a legal requirement that you are given an introduction to each piece of equipment and a training session with an employee of the gym (trainer), before you can use the kit on your own.
Not being strong enough or fit enough to use the machines properly
See the point above, the trainer should have sorted you out with equipment you can use to help you get into form.
Not being able to use the chest press because it's occupied by an arsehole whose been sitting on it for 20 minutes doing nothing but yelling into their mobile phone
Not here, but the typical German disease of laying claim to poolside loungers is also prevalent in the gym, they leave their towels hanging over equipment, whilst they go outside to use the phone.
Having to keep raising the audio volume on your earphones because the same arsehole is now using the weights and keeps screaming "yesss!" and "huuurgh!" like a demented James Brown
I have to turn mine up to drown out the god-awful music that they play over the tannoy.