Exersice advice

Ok so I recently started working out at my community colleges fitness center(it basically looks like a mini gym with weights and cardio machines). I started around a month or two ago and I only go two days a week. I really want to loose all the weight I gained from mostly middle school and high school. I mostly do the treadmill, elliptical and the cycle. I did weights once but I'm a little shy with the weights because theres usually people in the weights area. But is there any exercise advice you guys recommend? I have ran on the treadmill once and I've lift weights and done squats with the bar once. So any advice or exersice suggestions?