Does anyone else have a problem going to the gym alone? The thought freaks me out and I always lose motivation when it's time. Any ideas?
Try and find a gym partner that will go with you routinely or try and make friends with someone there.
It would be best to get to the root of your anxiety, what causes the fear you feel, how it came about and address that. If you can get self defence courses you can do this with a partner or one and one it will help build yiur confidence.
If you unsure what to do in the gym then take a one off personal trainer to teach you the ropes...
After that headphones on and screw what anyone else thinks, sees, says etc and get you workout done.