Psychological strategies to overcome gym anxiety include goal setting, positive self-talk, and visualization techniques. Setting realistic, achievable goals helps to build confidence and provides a sense of accomplishment. Practicing positive self-talk can counter negative thoughts and encourage a more supportive inner dialogue. Additionally, visualization techniques, such as imagining a successful workout or feeling confident in a space, can reduce anxiety before arriving at the gym. These strategies, combined with gradual exposure to gym environments, can help individuals feel more comfortable and motivated to engage in physical activity.