The hardest part about going to the gym is....going to the gym. Get a membership to either an all women's gym or a place that has a women's only section. Whe you go, go there already dressed in your gym clothes. Once you're in the parking lot, you'll feel committed.
Joining a place like Curves or with a lot of classes is great too. It takes all the guesswork out of having to maneuver the machines or coming up with a routine.
* I'm often reading and posting from mobile and Siri loves to make a mockery of the English language.