There's some strange variability to the tolerance of nudity in gyms, at least here in the US. When I was a kid, showing after PE was not an option and the showers were open affairs. Likewise, in Scouting, the camps had open outdoor showers. I think this was intentional to teach kids not to be ashamed of their bodies, and it was, of course, cheaper to build the facilities that way. Now, it seems kids prefer not to shower at school, and a lot of them have individual shower stalls, so they aren't seen naked by the other kids. Personally, I think the open showers a better idea. At the time I didn't like them, but because you had to use them, you got used to it and soon didn't mind the fact that you've seen all your classmates naked, and they've seen you naked. There was a small amount of teasing, but really not much.
Later in life, you might join a gym to get back into or to stay in shape. There's a strange etiquette in such places. Most men don't seem to have any problem being nude around others for a brief period while changing, but some seem to have no problem going to and from the showers, standing at the sink, or chatting with friends, remaining nude all the time. I'm somewhat in between. I go to and from the shower nude (not wanting to wrap a clean towel around my sweaty body), but keep a towel around me at other times. Even though I'm comfortable being nude around other men, I'm aware of the fact that a lot of other people there are uncomfortable with anything more than brief nudity.
It used to be at the gym I go to that about half the users of the jacuzzi and saunas were nude (same sex only). I preferred it that way. Otherwise, I'd have to bring something to wear, and have something wet and sweaty to take home. But apparently, some complained and now a swim suit is required for both. I still just wear a towel wrapped around me in the sauna and just avoid the jacuzzi.
In other countries, nudity in a sauna is the norm, and mixed nudity amoung friends and family is common in Scandinavian countries. So I suspect the gym etiquette is more relaxed in Europe.
Oh... one final note... Gym and gymnasium are derived from the Greek word Gymnos, meaning naked. This is because athletes practiced, studied, and competed in the nude in ancient Greece and the early Olympics were all done in the nude.