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.