I remember those first days at my gym and how out of place I felt, but over time it has mostly faded away.

I'm glad you've overcome your fear and that your gym is a welcoming place! The small town part might definitely play a role. My gym is in a pretty posh neighborhood in Buenos Aires, and I think that makes it a tougher place to start working out. There's lots of TV people (and wannabe TV people) there.