It just depends on what your goals are.

Are you just wanting to burn off calories? You may as well go for a run in your neighborhood.

Are you wanting to build muscle? That's what I used to do. The gym has a lot of equipment that I wouldn't be able to have room for at home. All the variety of free weights, barbells, racks, etc.

They also have classes and trainers you can hire to help you reach a goal. There's also basketball courts, tennis, and often swimming pools.

But really at the end of the day, you gotta have a goal in mind I'm order to plan an effective workout routine. Randomly running on treadmill or lifting whatever won't do much.

Also I didn't really wear anything special. Just a T-shirt and some sweat pants. I did pick up some shoes for the gym because my others were too squishy and causing me problems when doing squats.