It's not an unfounded feeling either, when I first started going, I got ejected or talked to for rules I didn't know about yet: no jeans, no open toed shoes, don't touch those machines, you don't do that with dumbbells. And that's just the formal rules, then there's the informal: how long can I occupy a machine? Can I take the dumbbells into the other room? what's "switching in"? how much is talking allowed? Can this injure me? Is that guy really advanced, or should I tell him that he's going to hurt himself?
I got started in the collage's free gym, with lots of other beginners and rule breakers. But I'd never have shelled out $150 in initiation and membership fees to try out this weird new sport I wasn't comfortable with and might not like.