Some people will love gym and others won't. Having said that, if you want to continue but don't want to be bored, you could also (after trying Raj's solutions), use it as an opportunity for meditations, engaging the mind in creative pursuits, or introspection.

Try being mindful a la Thich Nhat Hanh. Be aware of each step on the treadmill, each turn of the pedal. Feel each muscle one by one...the joints...the palms and feet...And most important, focus on aligning your breath with your movement. In a calm and aware state you will not be able to pull a ligament or hurt your body in any way.

Or try emptying your mind by watching thoughts pass by as if they were clouds...

Both these are difficult, so if you want an easy one, you could use your mind creatively to compose a song, story or movie script, conjure pleasing imagery or look at other gym members and imagine what each person is all about!

If you are psychologically inclined, this is the time to bring up problems, challenges and issues in your life that you keep pushing aside for lack of time. Look at yourself, your behviour, your attitudes and search for ways to change or improve or be happy as you are. Make up affirmations to encourage yourself. Think of your strengths and add one everyday.

I'm having fun so far, how about you?!