On the move

Day 4 in my new city and at times I'm completely overwhelmed and lost(both physically and mentally). I don't know if anyone experiences this or not but I have gotten up in the morning and gotten dressed for the gym and even driven there but can't get myself out of the car. This happened a few times in my old gym too. It feels like I am developing social anxiety. I'm not normally a shy person but sometimes it's tough. I don't know what to do about it. I have a talk with myself and tell myself(I do talk to myself a lot does that make me weird?) that all I have to do is get out of car and walk into the gym and I will be ok. The gym is not s crowded gym and it's only a 30 min workout. I recommend it to anyone who wants a fun place to workout. It's called 9 rounds! If you have one In your area go check it out. Si instead of gym I have been walking so it's not like I'm doing nothing. It just isn't the same as a good workout. I've been looking for new parks and places that my dog(mazy) and I can go to. What do you suggest?