Originally Posted by
1nterceptor
Look at the gym's shoe cleat and compare it with your shoe's cleat.
Are they identical in shape/size?
^^^This.
Her shoe uses SPD-SL cleats, not SPD cleats. Save for the one bike the OP seems to have been able to clip into, I have to wonder if the pedals at the gym are flat on one side and SPD on the other. That's the way they were at a gym I used to go to. I had to by and adaptor so that I could fit SPD cleats onto my SPD-SL using shoes.