My first time going to Yoga years ago (wasn't as big as I am now, but still very big) was nerve wracking, I purposefully picked a place that had classes during school and work hours (I was a uni student at the time so routine flexible) to avoid the kinds of people I thought I would find in the class that might be nasty.
I ended up in a class that was taught by a 80 year old woman who was amazing, and the majority of the class were older than me too and lovely people.
These days I do pilates when I'm able to, at my physiotherapists- I've chosen to go there rather than any gym classes for the reasons that your friend is scared of. I've found doing it this way it's a place that I feel comfortable in, I know the people leading the classes (everyone is lovely!), and they know specifically what I can and cannot do and what areas I need to focus on.
I'm in Australia, I assume most everyone on here is in the USA, but maybe your friend could look into doing something like what i just described- at least until she feels confident enough in her abilities and being around others to join you xx