LutheranGuy saidThey will approach you.
Umm... unless someone gave the other guy the same bad advice.
If this is a guy you see at the gym every day, it's easy. Just say "Hi" as he passes by, or as you pass by him. Nothing more, just "Hi". And do it every time you see him.
After a week or so of that, assuming he responds, add something like "How's it going?" or "Hey I see you here a lot but I don't know your name."
If he's at all interested, he'll respond.
On the other hand, if this is a guy you've never seen at the gym before, just fuckin' go for it.