Some gym goer's don't like the fact that they are running or walking slowly and everyone else seems to go quicker. Again, this is something you shouldn't worry about. Everyone is at their own stage in their fitness aims. Some lift heavy weights, some not. Some sprint on the treadmill, some don't.
Whether you're using a treadmill at home or in a gym a classic beginners mistake is going too fast. After you've overcome the anxiety about using the treadmill it's important to take things slowly. You're not going to achieve maximum fitness in one go. And running quicker will not get you there faster. You will just be frustrated that you can't run for very long.
Once you can comfortably run on a treadmill it opens up a whole world of fitness possibilities. There are numerous couch to 5k running plans that you can follow which will help you build up some fitness. These are designed for running outside or inside but are easier to follow on a treadmill. There's a timer in front of you on the treadmill console.
If you're someone who struggles with running, maybe you're overweight or of an older age. Don't be concerned about just walking on a treadmill. Some people will lose weight doing just that. If and when it becomes easier then add some incline if you still don't want to run. What ever you do make sure you get the most out of your treadmill. They and gym memberships cost a lot of money so make sure you get the most benefit from them.