If you've never been to a gym before... get a trainer for a week or so just for orientation. But other then that I am sure the amassed knowledge of HAN Workout Squad will do you just fine.
I'll answer any questions you have if you need help, and i'm sure there are tons more people on here who would also help.
OH yea. I also love how cheap the gyms are in Montreal. My all time favorite anywhere though... is Pro Gym Serge Moreau off Pie-IX, near the big O. BEst gym I've ever been to anywhere.