I once felt as the OP does. "I'm curious, but apprehensive". Sure, it's a bit awkward at first, as is any new environment, but I was pleasantly surprised. Steamworks Chicago is well run and very well kept. There's a lot of square footage spanning three floors. I wasn't expecting it to be as nice as it is.
I found most everyone there to be respectful, and it's very unlikely that anyone is going to force themselves on another. Sure, offers were extended, but as another wrote, a polite decline will suffice.
If you want to go to explore, you should. You'll either like it or you won't. Hang out in the hot tub or the steam room and watch the comings and goings. If you rent a locker, it's about $8.00 - a small investment to satisfy your curiosity. I found it to be a captivating environment. Let's be honest - everyone there is there for the same reason more or less, and that is to be enveloped in a sexualized environment. But how you decide to act within that is up to you.
My two visits there were on the weekend and there were a lot of guys there, but it wasn't crowded. I like the place and I'll go again.
Check in, get a key and store your valuables in the locker at the front desk. Grab a couple of towels, store your clothing, and go for a walk. A central staircase anchors the three floors. The main floor has a large hot tub (pool, really), showers, steam room, and sauna. A sound system and DJ keep the music going throughout the building.
Upstairs there are private rooms and public spaces. A little something for everyone, including those who just want to watch. When I was there wasn't any one specific demographic. Rather a wide range of ages, body types, and ethnicities.
