Hey,

You and me appear to be fairly similar; I work out not to lose weight but to be stronger as well. I also feel too anxious to go to a gym to work out and I'm too afraid to work out in front of my parents as well.

What I'd suggest is to start with workouts that aren't overly obvious and aren't going to be too strenuous, such as barbells. That helped me get up some confidence, as well as purchasing a pullup bar and putting it in the doorway. That way you can just do a few here and there. Also, doing exercises such as situps and pushups at night may work.

Another thing you could try doing is jogging around for fifteen minutes at work or something like that, or even walking to and from work. Alternatively you could buy a bike to ride to and from work.

Anxiety sucks, so just remember to start small, not to push yourself but still set challenges and to just keep going. You'll get your confidence up n no time, I'm sure of it.

Practice makes perfect, remember that.