How do you deal with gym anxiety?

I really want to start working out but being overweight (5'6 and ~250lbs) I am deathly terrified of going to the gym again. I can't stand the idea of someone perceiving me working out or running, I hate the idea of people seeing my body in motion with all the flab and movement being overweight adds.

I tried going to my campus gym, everybody there is really friendly and helpful, and the majority is just older folks minding their business. So logically I know it's fine and nobody cares. Though last time I had a pretty bad anxiety attack and break down and I haven't been able to convince myself to go to the gym since then.

I am already being treated for anxiety and do talk to my doctor about these things so I'm not looking for diagnostics, I just want some good coping mechanisms and encouragement. Thanks!