How to survive gym cles?

My gym cles start at the end of the month. I'm horrible at any sport except soccer, and we won't be playing it because it gets cold and snowy soon. And I don't like the idea of changing in locker rooms. Would knee-length shorts be acceptable? Will we have to change in front of each other? If anyone could help me, and give me any advice on how not to humiliate myself, I'd really appreciate it.