Weight lifting gloves–the ones without fingers
Lock with numeric key
Not necessarily clean cloths to wear in–it’s going to be soaked in sweat in a few minutes anyhow
Clean set of cloths to wear out
Flip flops–for showers
Sound canceling headphones, Media Player, suitable media. If the gym play music, then suitable media would be audio books. If the gym is quiet, then music or audio books. I think more exercise regimens fail for being boring that for other reasons.
Reading material–if it is cardio-day
Accounting materials–If you are trying to keep track of what you did
Towel(s)–one for wiping off gym equipment, one for the shower. This is just like in Hitchhiker’s Guide to the Galaxy.
Gym card, money or a ruber mask in the image of a dues paying member–what ever it takes to get past the front deskperson.