One of my biggest regrets as an adult looking back, was my complete disdain for gym class. As an adult I see that working out is one of the greatest feelings, and I think if i'd have spent less time worrying about the thoughts of others maybe I'd have discovered that sooner.
I wish I'd have worked harder to run the mile, instead of feeling self conscious that my breasts were bouncing out of my bra, or that my super thick thighs were eating my shorts. I wish I'd have been hearing music in my head instead of the whispers of the girls across the field who finished two laps ahead of me. I wish I'd have shown my true potential instead of being afraid to be noticed.
Now I walk into the gym with my headphones blaring, I am in the zone! Gym class isn't a scary thought now, it's an exciting one. I don't care what people think anymore. I'm losing weight, and just the other day I felt myself running and my underpants were falling down inside my pants! I think that would've been enough to make me stop in the past. Not anymore.
If you're self conscious just remember people who have time to stop and pick on you, aren't that awesome anyway.
Kill it, not them, hit the gym!