Well, when I was in the swimming team, when we took showers everyone would just leave their trunks on and shower like that. However my gym class never had any mandatory showers, actually, I don't even think my school had functioning showers. It didn't really make a difference though, we all had a short cool down period and most people had either one class after gym or gym was their last class.
I don't know how things work in your school, so I can't really be that much of a help. Like someone mentioned earlier, you could go in wearing shorts. I think chances are, some people are going to be feel just as awkward about the whole thing as you and they'll try to keep to themselves instead of worrying about other people.