There are lots of ways to improve your health without ever setting foot into a gym, so my first question is, is there a specific reason you want to exercise in a gym? For example, if you love the idea of taking group classes, then a gym or a studio or a community center are kind of necessary. But on the other hand, if you just want to get more healthy and fit, you might find lots of ways to do that without having to go to a gym.
Community centers tend to have smaller classes and have a wide variety of types of people who use them. That might be a place to start.
An in-home trainer could help, or an online trainer. If that sounds too expensive, perhaps small group personal training will give you a friendly but small group to exercise with, with a trainer supervision.