To dream that you are exercising signifies your worries about your health. You may be concerned about fitting into society’s ideals of beauty. Or you just need to get up and exercise more!
Alternatively, the dream may also indicate that you need to “exercise” your rights and power in some situation.
It notes the desire to get moving, to exercise the body and mind, and to train yourself on what you want. Perhaps, in real life, you are going through a time of apathy and the unconscious reminds you of the need to get going immediately.
An omen of good luck if you enjoyed it, but if it tired you, it is a warning to guard your credit and/or avoid forcing any issues for a few weeks’ time.