A common misconception, with people who are new to weights, is that they think they need to lift the heaviest weight that they can until their arms fall off. Don't do this. You're just hurting yourself and you'll see very little benefit. Stick to lighter weights and put more reps in at first.
I know how daunting it can be, seeing these beefed up guys in the weight section lifting your weight for fun, but like the others have said - just get in there. Ask around, they were in the exactly same position as you are now. They've got the experience and enthusiasm and would gladly help another person who shares a common interest.
Good luck!