First, if you don't know what you are doing, really, get a trainer and tell the trainer you are serious and that the trainer should be serious or they're fired. Make sure you get a good trainer. Tell the head trainer that you want a good trainer. Ask around about who is a good trainer. Seriously, a lot of trainers suck. You don't want to pay for a bad trainer.
Then, work with the trainer for a few weeks, with the stated goal being to learn to use the machines and free-weights properly. If the trainer resists and wants you to have a different longer term goal that involves the trainer (thus hiring that person for more time) get a different trainer. Or, if you have piles of money or don't mind going into debt for this, use the trainer long term. But really, the trainer should be a teacher and eventually you should graduate.
Second, do it right. From a trainer and from professional books (and not your friends or some dumb-ass blog) you can find out how to do the exercises right and to put them together into effective routines. There are three ways to do any exercise: The right way which is safe and effective (and there may be more than one right way, but usually not); the way which is safe but not effective (so why bother?); and the dumbass way, in which you may injure yourself, which is rather counterproductive.
One way to find out how to do something wrong is to watch the people, usually guys, at the gym who are wearing braces and such. Those giant leather belts around the middle of the body are there because the guy hurt himself working out. Watch how he does things. Then, don't do that.
One common way to do it wrong and cause injury is to think that moving the weight is the point, rather than working the muscle. You are on the bench and you are going to try to press a heavy weight on a bar. You start to press the weight but your chest and arms are not doing it. So you arch your back. That will help move the weigh because now you have a third lever working on the problem, with your shoulders at the fulcrum and your torso as the lever. But that is not doing it. So you swing your legs up a bit using your ass as a fulcrum and your legs as a lever, and this pops your torso up off the bench, so that lever is now adding more force to the lift as you wave your body in a convulsive pattern, and up the weight goes. And, you are a dumbass because you pulled a muscle in your lower back and slipped a disk and ripped a rotator cuff all in one shot because you forgot one of the main objectives in working out with free weights and machines: Isolate the muscle you are working on and safely, systematically, stress it.
That is all.
...trainer should be serious or their fired.
he/she is fired.
Yup, not using proper form is the number one cause of injury. That is why getting a personal trainer pays for itself until you can develop the mind muscle connection and not injure yourself or look like a geek doing it!
I have nothing against gyms. In principle, I think they're a great idea. In practice, most expensive gym memberships are bought by those who show up a few times with best of intentions, take advantage of a some facilities and classes, and then fall away as going to the gym becomes just too much to fit in with the rest of their life. If you can keep it up, that's great. It's easier if you're associated with a university where gyms are cheap and convenient.
My own preference is ancillary exercise. First and foremost: walk. Walk to the grocery, walk to the post office, walk to the drugstore, walk to the bank, walk to take a break from work, walk to meet a friend, walk for other errands, walk to dinner out. Walking back from all those places becomes almost automatic. And from the grocery or liquor store, one carries stuff. Weight. Two bags of groceries is just about right to do shrugs and arm lifts. As Greg said, protecting the rotator cuff is important. Walk in the park or by a school, and there are benches, for push-ups, and bars, for chin-ups. Seems in my town, those are more used by adults than by kids.
Walking is free. Walking strengthens your back. Walking exercises your core. Walking is how we evolved to get around. Walking becomes daily habit. Walking let's you see what you otherwise would miss. Walking enough means you can get rid of one car. Then exercise, instead of being a slice of your budget, becomes a source of savings.
My two cents. Greg likely is stronger than me. But I bet I walk further on a pint of water. And I've never been in Africa.
Good advice on trainers. Some people may use trainers on a long term basis because they get bored and they need someone to encourage them, joke with them, be a buddy etc.
On weight belts. I saw some research on belts that seemed to intimate that they were useful - but this was mainly because they were a tactile reminder to properly activate the core muscles to stabilize the torso rather than directly protect the back. And the big guys wearing them - it's more likely that they had to do a lot of things correctly in order to get that big.
...one of the main objectives in working out with free weights and machines: Isolate the muscle you are working on and safely, systematically, stress it.
If you want to isolate muscles, stay on the machines. Many free-weight exercises and a few weight machines are multi-joint exercises and therefore use multiple prime movers [i.e. pecs and triceps for bench presses]. And you can do so-called functional exercises that involve multiple joints along with the torso that may mimic sports-specific movements or work-related movements. Something you need a good trainer to start you correctly.
NC, good point on isolation, but you can do a very good job isolating a muscle with dumb bells. In fact, it may even be easier to isolate "part" of a muscle because you set up the conditions (i.e., build an imaginary machine) at the same time. But it does take more practice, you do need to know what you are doing already, and so on.
The pec/tricep and lat/bicep combos are difficult to avoid and probably unnecessary to avoid in the beginning (see discussion on taking time off of large muscles to work on smaller muscles)
But this does bring up a whole nuther point that I did not discuss: There are exercises that are more organic (in that they don't use machines with moving parts) and use more muscles, that are very good for you, and that are excellent ways to track your overall fitness. How much you can chin-up (pull-up) is a function of your lat/bicep strength and your body composition; Pushups (which can be made hard or easy and use your core to stabilize but don't put a lot of weight on the average person) are another example, as well as dips. And, of course, lifting cars off of people and stuff.
"...trainer should be serious or their fired.
he/she is fired."
Wrong: "They're fired" is what it should be. Don't worry, in many varieties of English "they" can function as a gender and number-neutral third person pronoun.
But I bet I walk further on a pint of water. And I've never been in Africa.
May I suggest someplace on the gulf coast this summer? Not quite Africa...
Don't you think it should be done above 10,000 feet?
We could compromise on Death Valley. You get the low humidity. I get the oxygen and high temps.
Oh... what the heck. Let's do it in the Costa Rican mountains. I need to go back there.
How about this route:
(Start to finish and back). I've actually done this, so it will be easy. For me.
Looks like fun!