Iceblink saidCongratulations. The gym is helping you become healthier in more ways than one.
In what ways is that?
You improve your physical health and at the same time you are taking small steps to come out of your shyness. Both things are good.
I need to get into shape badly, should have started when I was younger but better now than never
Iceblink is 100% correct. Shared interests and activities with others are good ways to overcome social fears and shyness, by doing things together. You quickly become part of the group, one of the guys. It's a kind of "functional friendship" that I saw a lot in the US Army, a way to get your foot in the door that can lead to even closer friendships.
And it isn't limited to the gym. Join other organizations and activities to expand the effect. Gay groups if you mainly wanna socialize with fellow gays, or non-gay groups if you just wanna meet people to dispel your shyness and learn to interact with others. Good luck with both goals, physical & social!