Be humble and prepared to learn - if you haven't been to a gym before or worked out seriously, there will be a lot that you have absolutely no clue about.
Do you best to briefly read up on muscle groups and how they're stimulated through exercise - you can manipulate exercises to focus on different groups that way (things like incline/decline/flat bench press).
In my personal approach, I very much focus on compound exercises. Compound being hitting multiple muscle groups vs Isolation workout hitting particular groups.
Deadlifts, Squats and Bench Press are the three major compound lifts that are extremely important when you want to get stronger. You can sit there doing preacher curls all day, but if you don't work the major muscle groups, especially legs and back, you won't see much beneficial development (and as an added bonus, people will take the piss out of you for being 'the arm curl guy').
However, don't forget to do more specific exercises as well - just because compounds are very important it doesn't mean you neglect isolation lifts (though preferably do them with free-weights instead of on a machine).
Finally, and most importantly, learn how to do each lift properly. If you aren't using solid form, deadlifts will absolutely rape your back and you won't be getting decent range of motion when you lift (essentially means you aren't actually doing much for your muscle development).
Have fun, don't be intimidated by people and just do what you can. During school I was about 62-63kg and now about a year later I'm 76-77kg. I'm not an expert so don't take anything I've written as gospel - it's general advice from my experiences.
EDIT: As people have said above, eat well; it's super ******* important. Don't just buy a tub of protein and have that as the sole component to your diet. It won't work. Supplements are only to supplement your diet if you want to increase your protein (and other compounds, depending on the product) and to be completely honest, it's probably a waste of money if you're just starting out.
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