Gym in a dream can be an indication that we need to develop with effort and discipline, a part of ourselves. Not necessarily it has to be referred to the physical aspect, but some part of our personality, emotions, mind, or spiritual realm.
Dream dictionary: Gym dream meanings
In dreams faculties provided by gymnastics are applied to the personality, the body, the spirit, the mind and the emotions. To dream about practicing gymnastics is a sign of long, healthy and pleasant life as long as we keep our body, mind and spirit fit. If we dream of a gym, it is an invitation in the same direction.
When you dream of working out on aerobics it symbolizes that you need to start exercising. Maybe you should start going to gym, running or hiking. Make sure you find type of sport you would like to practice.