Ninja!
But seriously, folks...
The simplest rule works best: for people you don't know do not maintain eye contact in the shower room. If this is done (like at my gym) it is amazing how everyone's privacy is respected even though everyone is naked. The atmosphere is actually non-sexual even when muscle dudes and twinks are there! It works!
I don't think there's anything wrong with making visual contact, as long as you're not raping the other guy with your eyes. If you catch someone's eye, or vice versa, do like you would on the street or in the corridors - smile, or nod, or say hi and move on. It's not a trainsmash if you make eye contact; at least, it shouldn't be.
Thanks guys for all the responses! I think i'll just be myself until otherwise. In the appropriate area, I'm sure nudity is fine.. (shower, toweling area, sauna, etc.) and everywhere else I'll just wear a towel regardless.
I don't think there is any place in there where it might be inappropriate once you're in the area which says Locker Room or something similar on the door. Point that out to anyone who gives you the hairy eyeball or chirps you. They may have a point if you hang around arse-naked for hours at a time chatting to people, but if you're merely showering/changing they can fuck right off.
The university here has a massive sports complex and one central locker room. There is an area as you enter the locker room which has toilets in it where people might not be naked, but beyond that, it's lockers, benches and shower/drying areas. Showers are communal, two sets of ten which are walled off from the rest of the place to keep the water out, but not anything near private. Towels are stashed in the three drying areas flanking and between the two shower areas.
The gym I have membership at is similar - toilets are separate and usually clothed areas, but it's a free-for-all for anyone who isn't ridiculously shy in the rest of the place.
Nudity in both places now is far less common than when I was an undergrad in the mid 90s and when I joined the gym in the late 90s. Ironic in the internet age where there is no shortage of full-frontal-with-face pictures on various amateur websites as well as frequent incidences of sexting, streaking and suchlike, and yet nobody will get their bits out in a locker room.
Good luck with the gym, though - hope the trimming/toning/fitness/whatever you're aiming for pays off.
-d-