Spiritual Meaning:
In dreams, from a spiritual perspective the gym is a place where we face ourselves and our own foibles; its original meaning was a place where one trained naked. Today this can be translated as hard work with honest effort.
Psychological / Emotional Perspective:
The gym is an environment where emotions can become raw and we are able to work out our problems, both from a physical perspective and from many others. In dreams, it will therefore represent a safe space, but also one of focused power.
Everyday Material Aspects:
In dreams the gym represents a place that is not work-oriented and yet requires effort, so may identify what needs to be tackled from a social perspective. These need not be problems, but perhaps a structured series of actions that can enhance our lives.