So How Do I Go About Doing All This?

Starting out can be daunting. It'll seem like everybody else knows what they're doing. The first few times at the gym won't be perfect, however the process can be significantly smoothed out if you sort of have any idea of what you're gonna be doing.

Things You Should Keep in Mind

1. Plan Ahead - Before you even come to the gym, you should prepare ahead of time as to what exactly you're gonna be doing, whether this is the muscle groups you're hitting, the movements you're targeting, or the exercises you're thinking of doing.
2. Warm Up - To prevent injury and bring your body up to speed, do a bit of light cardio and stretching. Try to also focus on the joints that you'll be using. Before each exercise, you should also warm up with very low weights to get used to the movement again.
3. Start Off Light - You aren't gonna be making huge gains on your first couple weeks (MASSIVE beginner gains come a bit soon after), so use light weights to get your form right and make the proper movement muscle memory. It's also safer.
4. Perfect Your Form - You don't wanna get the form messed up for a multitude of reasons: it's dangerous (higher possibility of injury), you won't get that much gains, your PRs are gonna be skewed, and you'll look pretty stupid to other people. Whenever trying out a new exercise/movement, look up a video, read an article, or best of all, ask someone who knows.
5. Recover Adequately - Between each set of an exercise, you should be allocating some time for a quick rest. This usually ranges from around one minute for intense exhausting workouts, to five minutes for hitting PRs and low-rep heavy weights.
6. Drag a Friend Along - It especially helps if you bring someone you know who has considerable experience working out. They can help out with pretty much everything listed above, planning routines, and everything's less boring.
7. Courtesy and Etiquette - You'll mostly develop a sense of this and get used to it over time. You can ask people you know about it too, but in general: don't stare at or judge other people, don't eat food, don't hog the machines, don't blast music on speakers, don't give advice unless asked, don't spend too much time "using" equipment, don't stand too close to mirrors, dumbbell stands, or other people, unload machines when finished, and allow others to work in if they ask.