You might consider 'Gym Confessions: Personal' which makes it seem like you're sharing personal things about your gym time. 'Private Gym Explorations' is also a great name as it gives the sense of your own individual exploration of the gym. And 'Gym Secrets: Unshared' is a good name for stories about your private gym experiences that you haven't told others.
One way is to start by making a list of words related to the gym, like 'workout', 'sweat', 'fitness', 'muscle', etc. Then make another list of words related to privacy, like 'private', 'confidential', 'exclusive'. Combine words from both lists to create possible names. For example, 'Sweat and Secrecy - Gym Private Story'. You can also think about any goals you have at the gym. If your goal is to lose weight, 'Weight Loss Privacy - Gym Story' could be a name. Additionally, think about the time of day you go to the gym. If it's early morning, 'Early Morning Gym Privacies' might be a good name.
FitFolks' Secret. This name gives the idea that it's about the private fitness journey of the people in the gym. It has a sense of community within the privacy.
Elite Gym Annex. 'Elite' implies a high - quality, private - like experience, and 'Annex' makes it seem like a special, private part of a larger concept.
Here are a few more ideas. 'My Gym Privacies' makes it clear that it's about the private experiences at the gym. 'Gym Solitude Stories' can be used if you want to convey that these are stories from the quiet or personal moments at the gym. 'Inner Gym Journeys' is also a good one as it gives the sense of the personal growth and experiences that happen within the gym environment, which are private to the individual.