My gym is super-packed, up to 100% capacity a lot of the time. I've been for a while now and touchwood I hope there comes no complications. Lifting is a lifestyle and huge enjoyment of mine, and so the risk-reward for me is worth it. It depends on how much it means to you. This pandemic is going to be with us for months, if not till the end of next year. I'm not not going to the gym and losing everything I desire and have worked hard for, and continue to work hard for.
Personally, I don't think the virus is spreading via gyms - it's pubs, unis, and schools which are the main culprits. Although it still probably does, albeit not to the same degree.
You have to assess the risks yourself. I live in an HMO with 3 other young students, and judging by the stats it's a risk I can take. If you live with someone elderly it perhaps might be different.
I personally think a lot of people have already had COVID, and likelihood is many aren't aware they've already developed the antibodies to it.