i would start by asking if the gym offers any classes in terms of Pilates, Yoga, Dance, Aerobics, etc. Anything of that sort. You may also want to go one day a week to work on weights, and focus on compound muscle groups and core (to help with posture). Stuff like abs and lower back, shoulders/chest/upper back, etc. For every muscle you work on the front, make sure you work on the back as well, otherwise you get stronger in the front than the back and it will destroy your posture.
Are there personal trainers at this gym? That's a great place to start.
check out
www.forum.bodybuilding.com for more in-depth advice on getting in shape. Also, diet (WHAT you eat, not how much of it you eat) will make a HUGE difference. Eat everything that you possibly can organic, and nothing with partially hydrogenated oil, trans fat, etc.