Try the spin-class, don't be intimidated!
I never thought I'd enjoy being on a stationary bike...but for reasons I can't explain, it's a lot of fun. You'll enjoy the music, various approaches and being part of a group. Again; I thought it was dumb, then I tried it and love it!!!
As for being intimidated...yes, there's gonna be some serious athletes in great shape that may make you feel like a marshmellow; but who cares! Just walk around the gym and you'll see all sorts of people in various stages of fitness. If you can be in a gym, you can be in a spin-class. And besides, they usually run these classes with the lights dimmed. What's more; nobody can tell how hard to have the tension cranked-down....so it's up to you to determine how hard you work.
And let me assure you...while in the class you won't bother watching other people or noticing if they crank the knob higher or lower....so just figure the same applies to you: nobody is really watching or caring what you're doing. Just try it and enjoy. You'll also notice a fast improvment in your performance as you progress in taking classes...so get in there & have some fun, I bet you'll love it!