What should everyone know before they start going to a gym?As Ilija pointed out,
You just can't go to gym and start picking up dumbbells or put plates in a rod and start your workout. You need to warm up your body before doing anything. Try pushups, pullups, surya-namaskar or basic stretching exercises.
Only work on machines for 1-2 weeks. so that your body is used to lifting some weights. Then once you're confident go with dumbbells and rod but only under the supervision of Gym trainer.
DO NOT TRY ANYTHING ON YOUR OWN, IF YOU'RE NEW!
Always wear a supporter to the gym if you're going to lift weights
Once you're done with the workout, do the stretching exercises.
After 2-3 weeks, start pushing yourself to do one extra lift. Try to break your limits.
Your body needs time to grow. Don't lose hope. Be patient. You'll see the results in 3 weeks max. Don't give up. Push yourself to the gym if you're not in mood. Working out will make you feel good. So don't make excuses. You'll be only cheating yourself.