Unless you live in an authoritarian shithole like the UK (where they can arrest "on harassment for making eye contact with a woman on the subway,) it's still not illegal to talk to a girl in public. And if you live somewhere where it is, you need to get the fuck out of there. And if you lack the balls to talk to someone on the fear she'll call you a creep or you'll be "sexually harassing" her for making conversation towards her, then you don't deserve her, to begin with. Although your chances of picking up a girl at the gym are virtually non-existent. That's literally one of the worst places to try to shoot your shot. If girls are interested in anyone at the gym, they'll let you know. Otherwise, it's likely not going to end in success.

As for everywhere else, though? "Either do, or do not. There is no 'try.'" If you're really that scared of girls IRL, then I'd suggest practice with ones you aren't attracted to first, before working your way up to the ones you're intimidated by. If you can do well with a 4, you can do well with an 8; most women are predictable and easy to please; just make the conversation all about them and stroke their ego.

Personally I think dating is a shitshow and most single women aren't worth the effort anymore. But 'you can't be a pussy and still get pussy,' if you're not checked out of the game like I've been.