I have been doing TRX at my gym for a few months! It's weight lifting where you leverage your body weight. You make it easier/harder by the angle in which you position yourself. You could always google some moves then try them out at your gym. I hope that someone at your gym actually knows how to do it and could show you.
I did a one hour advanced class just last night and burned almost 600 calories! It was awesome and I am sore.