It all depends on what you want to accomplish and what you enjoy doing. If you can afford it, try some sessions with a personal trainer there so you can learn the equipment and get set up on a starting program according to what kind of experience you're looking for. Then, and this was really helpful to me as I was an outdoor exerciser before starting the gym later in life, watch what others are doing and if they have time ask why they're doing it and how they learned it. As for the knee, getting some physical therapy on it might help you recover if you know what the problem is, but also they can be very helpful in telling you what kind of exercise won't stress it.
I assume the gym has trainers! I suggest starting with her/him.
I am a big fan of group classes. the fun music and others around you also working out is motivating for me. I stand in the back and only do what I can do getting stronger the more go. Pick up the schedule to see if anything interests you. If you like to just do your own thing, the treat mill is good for listening to your ipod/music or watching a show as they usually have TV's playing. asking for help form a trainer at the gym is a great way to get started too. worth the money! Let us know how it goes!!