well done on signing up for the gym, great if you have a friend to go with, but you will find that people will talk to you and you can meet new people.
No one is too big to go to the gym. If they trainers are any good they will target your fitness routine to your starting level.
Couple of points to help, I have been a gym maniac for years.
Don't try and do things too quickly
If you start to hurt, stop and talk to the trainer
Keep hydrated - this is very important (you can make up your own drinks with water, lo-cal squash, tiny pinch of salt and sugar - shake well. If you can taste the salt there is too much).
Wear clothing that is comfortable, modern fabrics wick away sweat.
Wear decent footwear
If classes are offered, try them, group workouts are great fun, and again you can work at your level
and the main thing - Enjoy yourself
best of luck with everything
stoo