Firstly, if your range is anything like the ones around here then I wouldn't go alone unless you never leave your gun alone. Both ranges are miles away from a house. All it takes is one criminal to ruin your day. It happened before I was even born, but a man had let a stranger look at his gun. The guy shot the man with his own gun. The shot killed him and he stole his truck. Found him in Flordia. So you have to be careful about that and be careful.
I've only took complete new person to guns with me at the range, my girlfriend (now my wife). She had never shot a gun before and was a bit scared. I brought a Circuit Judge and a 24V. That way I had 4 different callibers for her to try 45C, .410, 30-30, and 20 gauge. She absolutely loved it. She'll shoot anything from a .22 to a 12 gauge. Just won't let her try a 10 gauge or a 45-70.
If I was you, I would do it. Just got to be safe. That's more important than anything else. I've seen very very many people ignorant of gun safey. The ranges here are outdoor and when you want to check your targets, you have to ask everyone to do so. Most will go out and join you to check theirs. Do not be the guy that starts walking out into the range. And do not be the guy who just yells he's going while walking onto the range. There's so many things wrong with doing that. Make sure the business end of the gun is facing down range at all times. If people are checking their targets, have your gun with you or have it unloaded. The big thing is, be smart, always think about you are doing, , be safe, and wear hearing protection. Just because you have a .22 doesn't mean someone won't come in with a handgun chambered in a rifle cartridge. Surprisingly alot of people don't think about that.