Girls, do NOT be afraid to lift weights and lift heavy!
You will NOT get bulky or manly - your body isn't made that way. You'd have to eat about 5 chickens a day, plus find yourself some testosterone... never gonna happen! Along with a good diet of nutrient dense, natural foods, lifting weights will make you stronger, leaner and healthier. Use a weight that you find challenging but can keep good form with. Do 3-4 sets, aiming for 10-12 reps each time. You should be challenged by the first set and struggling by the third. Over a period of time you'll start to feel stronger and the weight will feel easier... increase the weight as you progress!
You may burn more calories during a cardio sesh, but lifting weights will keep you burning calories for up to 48 hours afterwards. It fires up your metabolism as your body uses up energy to repair and rebuild your muscles.
If you don't know where to start with weight lifting, don't worry about asking people for advice. Most gyms will have a trainer who will be more than happy to help, it's what they're there for after all! Look out for classes in your local area too as most of the skills you'll learn there can be transferred to the gym - my first experience of resistance training was in kettlebell and circuit training classes! :)
"If it doesn't challenge you, it doesn't change you."
*I'm not an expert in any way! I'm simply speaking from experience and a pet hate of people suggesting that women should be using "girly" 2-4kg dumbbells. #RantOver ;)