Going to the gym for the first time?

So I plan on getting a gym membership later this week and I’ve never been to the gym before. I’m actually really skinny but I’ve been taking an appetite stimulate (I guess that’s what it’s called) and I’ve gained over 15 pounds and I want to make sure the weight is going into the right places. I’d like to work on my legs and glutes, my waist (just to keep it flat, nothing too extreme) and maybe tone up my arms a bit. Any advice on going for the very first time? How do I know which machines to use and how to adjust the weights, etc?? What should I bring with me to the gym?

Sorry for all of the questions but I’ve never been before and I’m kind of nervous. 😕