Part 1 -- Goal Setting
Part 2 -- Resistance Training Focus
Part 3 -- Cardiovascular Training Focus
Part 4 -- Selecting Starting Loads
Part 5 -- Selecting Starting Exercises
Part 6 -- Warming Up
Part 7 -- Stretching
Selecting Starting Loads
For the most part, this will apply to resistance training, although the same principles (without the numbers) can be used for cardio. This is a fairly reliable method for setting up your initial working weights. Continuing in the vein of Part 2 of this series, I'll use 12-15 as the target rep range, but note that this same method can be used for anything between about 5 and 15 reps, and the same principles can be used outside of that range, although some modifications may be necessary.
When selecting your starting weight for any given exercise, always err on the side of caution. If you're hyper-conservative and pick a weight that's way too light, you can always add more weight afterwards. If you go the other way, you can cause all sorts of trouble for yourself. If you have a trainer guiding you through this (ahem, plug), they should be able to make some reasonable guestimates about what will be appropriate loads for you to use, but they should still be testing your strength, body awareness and response to cuing, as I'm about to describe, so a good trainer will still generally get you started with weights that are too light, and then work their way up.
After doing a general warm up, you're going to take the lightest load you can practically use for your given exercise. Depending on the exercise, that might be an empty barbell or little 1kg dumbbells, or it might be your body weight, or it might be the lightest plate in a pin-loaded machine, or it might even be some form of assistance.
Having received basic instruction on the exercise, and being aware of your main cues, take that light load and perform a set, focusing on your cues. This set will generally end in one of 4 ways:
1) Despite making a conscious effort to adhere to technique, you find yourself struggling to do so, and your form degrades before you reach 12 reps. This is technical failure, which is distinct from muscular failure, in that you have the strength to continue moving the weight, but can no longer move it well.
2) You successfully adhere to technique, but the load is more than you're ready for, and you reach muscular failure before 12 reps (this is much rarer than option 1 when starting out, although that will also depend on the exercise in question).
3) You complete 12 reps while adhering to your cues, but are not sure that you could do much more.
4) You complete 12 reps while adhering to your cues, and are confident you could do at least 2 more reps.
If 1) or 2) happens, complete the rep you're on if it's safe to do so (if you have a trainer helping you, they can give a more reliable call on this than you probably can yourself; likewise they can probably identify when you're not adhering to your cues more reliably than you can), and then finish the set immediately. Take note of which rep you failed on, and then subtract that number by 2, and that'll be your starting number of reps. So, if you failed on rep 10, start out doing sets of 8 with your starting weight. Progress 1 rep/set at a time until you work your way up to sets of 15 (always putting technique ahead of sets and reps, since the goal of the 12-15 rep range at this stage is to get a lot of technical practice -- reps in which you don't deliberately practice good technique at this stage are teaching you to use bad habits, instead). In this example, you should be using the same weight for at least 9 workouts: workout 1 = test starting weight; wo2 = sets of 8; wo3 = sets of 9; ....wo9 = sets of 15. That's assuming you don't have to delay progressing your reps in order to keep technique in order.
If 3) happens, you've found your starting weight. Again, progress by adding 1 rep/set at a time, provided you get all your reps with passable technique.
If 4) happens, then increase the weight slightly, rest, and then repeat the test with the new weight. Keep adding weight until 3) happens. If you go too far and 1) or 2) happens, take a step back and set your last successful weight as your working weight.