The best advice I ever received about gym intimidation is to “stay focused”. Concentrate on your workout and don’t look at the people around you. Consider it a job – you are there for a task, to get the “job” of working out done. That doesn’t mean you have to walk around and make eye-contact with others.
I was pampered at my last gym, where we had a separate workout room for women only. I found this less intimidating. So when I moved to my new gym – I started fresh again thinking, how can I workout in front of all these men? Well, you get over it. Soon people realize you aren’t there to goof off and that you are actually interested in working out.
My second piece of advice is knowing what you are going to accomplish before you get to the gym. Is it a leg day? Is it cardio and abs? Know what you are going to do so you don’t look lost and waste time.