Never been to the gym, what should I expect if I decide to start going, and what things should I look into when I’m deciding the kind to go to?

I’m in my 30s and have never went to the gym (other than a random time here or there when I’ve been dragged there by a friend, but not enough to know the vibe).

All my previous fitness has came from playing sports and genes… well with my schedule I know longer have the time to join any adult sport leagues, so I’ll probably start going to the gym.