Gym with Guys

Molly
Help!! This guy I've been seeing wants me to go to the gym with him. No it's not because I need to go to the gym but he thinks it will be fun to work out together. I am all for it but the only thing is I've never gone to a gym and I don't wanna look dumb.. It's on a marine base and I know a bunch of them but I don't want to draw a bunch of attention to myself. I don't know what to do when I get there so help!!