Gym Anxiety

So today I signed up at a local gym and holy hell am I anxious, still. I tried to tell myself going in that they could care less about what I look like, that I'm the one who cares. It was increasingly hard to do so as they asked more and more questions about motivation to be there, what I've done before this, etc. As much as it costs to sign up though, I am sticking to it!

I signed up for only a couple of sessions with a trainer, mainly to figure out what I need to do the most. That's the part that has me the most anxious, aside from knowing I can't do a whole lot. To start, they make you meet with a head trainer who goes over some info, takes measurements and does a couple tests. One was on a treadmill. He had me walk for 5 min at 2.5 mph at a 5% incline. That little bit was so tiring and made the outside of my legs hurt so bad. I felt so pathetic being winded that fast. I understand a trainer has to be in really good shape and all, but it definitely made me feel like a huge loser.

So, measurements for future reference, which also reinforce why I feel like a big blob:
neck: 16"
bicep: 15"
chest: 49"
waist: 49"
hips: 50"
thigh: 26"
calf: 17.25"