How do I know what exercises to do at the gym?

First set specific goals for yourself. For instance maybe you are wanting to gain more muscle in certain areas, or want to lose some belly fat. Whatever it is that should be your main focus. For instance say that your goals were to build arm muscle, and loose belly fat. If you go to the gym 3days a week have the 1st day be mostly arms, 2nd abbs, and 3rd legs.No matter how money days a week you work out you can find a way that works for you. Even if you only go once a week you can still set a focus for the day. Remember it is important to incorporate cardio for heart and lung health as well as all around fitness, so after you do leg day or whatever you did that day for the last 15/20 min do cardio. For cardio you can use an elliptical, treadmill, exercise bike, and even simple jumping jacks. If you do not know how to use some of the machines the is normally step by step instructions on a sticker. You can also look up a video on how to use it, or ask for help.
Sorry this was so long, I hope that this was helpful. Good luck on your fitness journey!!