So I joined a gym...

[Dole]

Dude, dont worry thats exactly how you should feel the first time. It will get slightly easier each time....weight training only works if you can barely do the last couple of reps. There is no point at all in doing 50 reps of something and thinking 'hey this is easy!' -it wont exercise your muscles adequately.
Work until you can do what you did last night without feeling sick or major pain, and then slowly add to it. But do it S L O W L Y, most people injure themselves when they try to do too much too quick.

And dont eat for an hour either side of the exercise, but make sure you DO eat something substantial afterwards.

Oh, and avoid chin up bars...hehehehe!