I haven't been to the gym in over a year (I canceled once school got too intense) but I was the same way. My old T was always like, "Oh, you'll meet plenty of people at the gym!" and I remember feeling very confused, shocked even: people meet at the gym??

For me, it's embarrassment. I'm not in great shape (even though I used to be pretty fit and I know my way around) and I don't want to be judged. But I find that, unless you're being a total tool and completely ignoring gym etiquette and/or using equipment dangerously, other members are pretty accepting. Most are there just to get their sweat on and don't socialize. The more extroverted will throw the odd comment out as they get on the machine next to you, or smile at you, and even strike up a convo. I'd say the people you mentioned are just being friendly, and you did perfectly fine encouraging the lady with the exercise.