As-salamu 'alaikum wa rahmatu Allahi wa barakatuh AbuMuslim, if you are able to go the gym, then do so. However, don't it at the expense of not going to the Masjid or missing Taraweeh. My brother said that he will inshaa Allah go to the gym in the morning during Ramadan thus he won't miss prayers at the Masjid.