If you are doing some exercised, then it shows how you are trying to fit in some situation or trying to become flexible and open minded to different views and opinions. There is a possibility that you are trying to become like others including the looks they wear and the activities they do. On the other hand, the dream may suggest you to start acting in some situation, instead of looking at it and doing nothing about it.
Exercise dream meaning
Read more about dreaming of Exercise in other dream meanings interpretations.