The roots of these words lie in ancient Greece. They felt that a fit and trim body was a thing to be proud of. Some of their officials were chosen to some extent based on the care they took of their bodies. They set buildings aside for physical training. When exercising, bodies could perform best when unfettered by clothes, so they did their workouts without them. Mothers.....you should probably shield your children's eyes from the screen...... The Greek word for "naked" was gymnos, and that for training naked is gymnazo. A gymnast, therefore, was literally one who trained naked. A gymnasion was a place where one trained naked. By the time these words made it into the English language, they had long since lost those, ahem, original meanings.