The thing that's so great about weightlifting is that while it can be difficult to get to [big ultimate goal], you can see noticeable improvements in strength fairly quickly, which should encourage you to persevere. Also, it makes you feel really good.

I don't have specific routines to recommend, because I keep getting busy with life stuff and not going to the gym for ages. Other people here could be more helpful with that. But I would buy a couple weights to keep at home, so you can do stuff like bicep curls in front of the TV when you can't go to the gym. (Not the teeny useless pink weights. Actual heavy weights.)

Also, remember that probably about half the people in the gym also feel self-conscious. If you're in good shape in general, you're good to go.