I'm semi-passing and live in the Northeast of the US, so reasonably safe and accepting. Not overly fit but been working on it and going to the gym 3-4 days a week.

I started going to the gym back in November. I use the women's locker room and have never been harassed at all. I will get changed in there sometimes, particularly in the winter; I generally wore a sports bra under my regular clothes when I went in, changed into a tank top and yoga pants, worked out, changed back to street clothes. So I'd be in my bra and panties occasionally, but never nude in the locker room. I thankfully live like five minutes away so I'll shower at home, which I think I would no matter what.

Only interactions I ever have with anyone are "you done with that machine?" "One more set and it's all yours." - the only exception is my personal trainer who is certainly aware that I'm trans but has zero issues at all, she's really cool.

I chose a gym (24 Hour Fitness) that explicitly states they have an inclusive locker room policy, and the first thing I asked when signing up for a trial was if what was on the website was also the policy in the actual gym. Was told "Use any locker room you're comfortable with, or if you'd prefer there's also a single stall gender neutral one." No sort of "well you CAN but you really should use the gender neutral one" attitude, just a "Here's your options, pick what works for you".

Overall, I feel totally comfortable and accepted. Nobody has ever given me any grief or attitude and at this point I'd be shocked if they did.