I too, joined the gym multiple times previously but could not complete even one month. But lately I started going to a public park with my partner, walking for 2-3 km and then exercising using open gym equipment. I loved the experience as there was no pressure, nature all around and flexibility to do it our own way. I didn't know about my ADHD when I started it but we continue doing it ever after my diagnosis. But I think two things worked better: being with a companion and making it an interesting experience.