Does your gym have personal trainers? Probably so. It would be worthwhile to pay for 1-2 sessions with them. State your goals clearly and they should give you some good workout advice.
Barring that... if you are willing to accept advice from amateurs, I am sure that the group here would be happy to pitch in.
My wife and I go to the gym together. It can be a nice alternative to spending another night on the couch in front of the TV. And your energy level will improve with just about anything you do. Since you are not a regular at the gym, start slow. I would recommend mixing up your cardio with 15-20 on the treadmill and 15-20 minutes on an exercise bike to start.
If you are going to do weight training, which I recommend to anyone regardless of gender, start out with simple exercises that involve multiple muscle groups instead of focusing just on one set of muscles. For example, do overhand pulldowns (involving several muscle groups in your back and arms) instead of bicep curls. Keep in mind that good form is more important than the amount of weight you are lifting. Be sure that each rep moves through the full range of motion with the weight totally in control. And your reps should be slower on the downstroke. Not UP-DOWN, but UP-D*O*W*N. As a woman, you will probably want to do more reps with lower weight (12-15) to tone rather than build bulk.
Good for you for trying to improve your health. I hope it goes well. Give us a progress report in a couple of weeks.