Going to the gym with social anxiety

For ppl who go to the gym and have social anxiety how do you do it? I’m 23yo and I’ve never been to the gym and I wanna go and try at least, so how can I do it? I really get anxious about doing something like exercising in front of random ppl, but I don’t want anxiety to stop me from getting healthy. (I also have ADHD and Bipolar so I feel like exercising would be so helpful for me)