Lili,

It depends on what your goals are. Many gyms offer sessions with a trainer when you join to help you get set up with an exercise plan.  They will also show you how to use the equipment.  Try to find one that has experience with people with RA or other chronic musculoskeletal problems...not just someone who has only dealt with sports injuries.  If they have no experience with RA, they won't know what machines, exercises might be contraindicated.  If there is no one, then I would recommend seeing a physical therapist who treats people with RA (again, not a general sports med PT) to discuss what your gym has and the options.

For building muscle, I use some of the nautilus equipment with lighter weights. Heavier weights are too painful for my knees and shoulders which have some joint deterioration.  I also do pullups and situps and light free weights.  I'm a big fan of pilates and yoga for people with RA.  Holding the positions tones muscles while stretching as well and all of the moves can be adapted to your needs.  Swimming laps also tone and builds muscle because it is a weight bearing activity and swimming forces your muscles to work against the water resistance. 

I hope this is helpful.