First day at gym advise/nervous

So

today was my first day at gym I lasted 20 minutes I have a work out plan however once I got there I was to embarrassed to do the floor workouts and only lasted 10 minutes on the treadmill my fitness level is VERY LOW any tips on how to get over this beginner stage of not being able to finish sets or using machines and going home because you can’t do anymore in a short time?