Everyone is scared about what other people will think of them when they are in the weight room lifting. They think the guys who are stronger than them are going to laugh at them for what they are doing. They are scared of getting in peoples way and doing something wrong.
Newsflash: No One Cares.
Especially the truly strong people (strong mind, strong body), they are there with one purpose: to get strong(er).
This is the problem with all-women's gyms. Women are scared of big meatheads judging them so they choose an all-women's gym where they don't have to deal with them. Instead, they have to deal with the LuLuLemon Mafia on the ellipticals who are judging you on everything from your Zumba performance to your sports bra to what kind of bag you carried in.
This struck me because I was trying to convince a client of mine to go to Cressey Performance for an evaluation with Eric. She was immediately concerned about being in a facility with pro-athletes and other big strong guys. I had to stop and ask her "Do you think the pro baseball guys care what anyone else is doing? These are guys training to make or keep a contract, what you're doing is of the least concern to them."
Unless you're doing something stupid or dangerous, the meatheads in your gym only care about what the other meatheads are doing. When I'm training, the only people I pay any attention to are the people who are stronger than me: what are they doing to get stronger, and how can I apply it to myself.
Actually, in a lot of gyms, the meatheads are the ones who would stop and tell you that you were doing something wrong, or a better way to do it. The people who gained all their knowledge about training an nutrition from Tracy Anderson and Dr. Oz are the ones who are going to look at you and snicker.
No one has the right to make you feel like you don't belong in the weight room. Get in there, kick some ass, and lift some heavy shit today.