Sticking to the original question, really just cleaning down the machines of sweat and allowing people their personal space to move around, wearing appropriate gear, being tidy with your towel and whatnot. In terms of embarrassment, just know that people are in their own heads with their own insecurities so won't be studying you as you may think, besides fuck em, focus on yourself. Personally I put the blinkers on and make it a "flow" type experience where I'm immersed in what I'm doing, I don't fuck about in the gym.

PS