people go to the gym and wanna pump the 40 pound dumbbells to show off for the ladies on the treadmills, or their bros next to them lifting. i go to a local gym called Physical Eds, run by a professional bodybuilder. the first time i went in he pounded the idea of "form > weight" into my head. he took me through exercises with half the weight i had been using previously, and made my muscles burn twice as much through proper technique.
i see kids do bicep curls and they're leaning and bending and incorporating their entire body into it. that's not why they're called "bicep curls".
if you have to wait till the gym is empty to go in and lift properly because you're embarrassed about the weight, FUCKING DO IT. you'll get triple the amount out of it than if you try to lift the most weight possible.
don't be shy to go pump those 15's or 20's or maybe even 10's, give it a month or two and you'll feel and see the results. i look bigger than kids who curl 40's and i curl 20's, but that's because i go for technique not weight.
don't be shy about starting lifting. get some friends to go with you, or just man up, throw on some headphones, and go for it. you're not the only person in there who is worried about what others think about them, and just because you are smaller than another guy doesn't mean anything. chances are he's been lifting for months or even years. thats perfectly fine. if you gotta, just find time when the gym is less crowded. i do that too and i've been working out for over a year, i just prefer an empty gym.
most of all, once you're in the gym, don't let others ruin your workout. workout for yourself, not for others. relate it to skiing, you didn't take the time to learn fs 2's out, bs 2's out, fs/bs switchups and combinations of them for your friends (assuming you know how to do those tricks). you learned them for yourself. the worst feeling is leaving the gym thinking, "damn, i didn't get the best workout in because I was embarrassed that some hottie was on the treadmill watching me the whole time". when you're in the gym it's just working out, girls, skiing, school, they're not important and shouldn't affect your workout. thats partly why i enjoy lifting so much.