One way is to focus on the people in the gym. If your stories are about beginners, you could name it 'Beginner's Gym Tales'. Also, consider the emotions in the gym such as determination. So a name like 'Determined Gym Journeys' could work. You can also combine words related to the gym equipment and the experience, like 'Barbell - based Gym Stories'.
Sure. 'Gym Whispers' gives a sense of secrecy. 'Behind the Gym Curtain' is also good as it makes people think of something hidden or private. 'Gym Confidential' is a straightforward and effective name.
Definitely. 'Flex - Funnies' is a good one as it combines the idea of flexing muscles with something funny. 'Squat Shenanigans' can be used as squats are a common gym exercise and 'shenanigans' implies some sort of mischief or fun. 'Bench Press Banter' is also suitable as when people are bench pressing, there can be a lot of chatting and joking around.