@kmakm, just make sure you get clearance to go to the gym. I checked with my docs then saw a really experienced physio who cleared me but that was a couple of months after chemo. The chemo can affect collagen which is a big part of the make up of tendons and ligaments so you can be very injury prone. My oncologist would only recommend walking for during treatment. I'm now back at gym started running 5 mins on treadmill in January now up to 25 mins and doing a light weight program.
Good luck - it certainly makes you feel better if you can do it. Hugs and well wishes xxxx