Any practical advice on how should I deal with my gym anxiety?

I have never stepped inside a gym. I don't know any of the excercises, terms etc. and I have anyone to go with.

I took a year long cult subscription thinking at least that will motivate me to go. But more than half the year has passed and I have been to gym once.

PS: I suffer from a almost chronic social anxiety, and so not knowing thinks around me scare me. I, sometimes, can't even breathe when I am in a place where I know no one and don't know what to do.