My advice if you’re shy: just do it. Walk in; you can always leave. Front door leads to a lobby, and staff will buzz you in. You’ll be asked if you’re a member, and be given the option to join (no charge, a name and date of birth). You pay, get a towel and locker key and receipt (keep it as it’s a return voucher allowing a reduced payment for a visit within 7 days).
If you ask they’ll give you a tour, but you can just go and explore – if it’s not locked you can go in. Do what you want, don’t do what you don’t want to – be polite, move away or say ‘no thanks’. If anyone’s a pest tell the staff.