A gym must be clean and safe. You should have your own locker and preferably free showers. In most cases the quality of the sanitary rooms is a good indicator for the overall quality.
Back to the lockers: if they are full of graffitiy or show signs of beeing opened by force, you´re in the wrong place.

A gym shouldn´t be too small, because you´ll probably have to wait for machines and dumbbells all the time and your training doesn´t flow. A too big gym isn´t good as well, because here you might get lost in terms of training supervision and concentration.
Besides weight training most larger gyms offer a variety of classes, sauna, outdoor activities and so on. Maybe you want to mix your training with things like that from to time. For some people the training routine is composed only of classes.

No matter what you want to achieve, sooner or later you´ll need one of the following things. Make shure they have enough dumbbells and adjustable benches, bench press stations, upper, lower and cross cable pulleys with a variety of handles, several lat machines, leg presses, squat racks and hack squat. Leg extension and curl machine are mandatory. All of that is useless, if there aren´t enough weight plates available to put on.
If you go there to improve your condition and the cardio area offers just three bikes, you´re in the wrong place.

The people working there have to be friendly and helpful. Ask for the qualification and quantity of trainers. Is the team motivated? Or are the trainers hanging around at the bar all day long and never ever show up in the training area? Do they keep the place in order, clean and safe? What kind of music are they playing?

If it takes you longer to travel to the gym than completing your training, you´re not going to be there very often. Look for a gym close to your home or working place. Check the public transport connections or, if you go there by car, the parking places. Sometimes it costs a fortune to park in front of gym for a few hours.

No gym has a certain dress code or somethink like that. Keep in mind that the studio isn´t a catwalk. What you wear depends very much on what you feel like or what you´re about to train. Working out legs in long wide trousers isn´t that smart, because they limit your range of motion and you can´t monitor the muscles. Generally in most gyms you have to keep your torso covered. Only few hardcore fitness studios allow to train without shirt. Your shoes need to be stable and not too soft.

Always have a short or medium sized towel with you to put underneth during training. An additional larger towel is quite useful for showering and having a sauna afterwards.
For heavy training preferably have your own stabilizing weight belt, gloves and wrist straps. A plastic bottle of water against dehydration and your training diary make it all complete.

That depends very much on the gym and / or on the time of the day. On the one hand there are still few hardcore fitness studios without strict rules, where you can drop weights, underline your last reps with loud screams and pose without shirt.
That´s okay, but for most of us will rather visit the other gyms.. Always remember that you´re not alone in this world. So put a towel under when using machines or benches, clear up the weight plates and dumbbells you used and don´t occupy the equipments between your sets.