Hi Elena, lovely to see somebody taking active steps to help themselves feel better... if the gym feels meditative for you like you said then it sounds like a great idea to start going again! Exercise is soo good for depression and all that kind of stuff, so it should help, too.
I don't go to a gym right now (gym fees are high here) but I did buy an exercise bike about 2 weeks ago and I feel so great after using it, feel quite proud of myself and excited that I'm getting in shape.
Good luck!