check out our sticky threads and there are other good topics - books, foods, exercise - as you go thru the list of thread titles.
our useful sticky thread -
http://neurotalk.psychcentral.com/thread1619.html
exercises-
http://neurotalk.psychcentral.com/thread44082.html

It's hard for us to suggest a firm plan for you at the gym, it really depends on what level of fitness you are at now and what your health level is.

Just going and being active there with a variety of things should be a good place to start.
Be sure to do a warm up before and a cool down after and stretches - start slowly so you don't get sore right off the bat.
Drink lots of water.
If you do lift weights ask for help with proper form & breathing.