Can you think of any observational openers? IMO these work the best.
Why do you have to make up stories like I have a girlfriend to meet this girl? She is no better than you and would be lucky to meet you. Lying just shows how insecure you really are.
If your able to game after an opener here are some indirect openers that will work.
Song playing in the gym- "Hey excuse me, do you know the name of this song?"
Early in the morning- "Hey, you've got game!" (meaning shes committed to come this early)
In a big gym you can ask where something is which can be made humourous
If you have a belly - Hey which of these machines with help me tone this baby up!" holding your stomach.
These are just examples and the point of them is to be able to branch off afterwards if you can't do that then opening isn't your biggest problem.
Edit: Telegprahing interest i.e direct openers can be good each have their pros and cons. I recommend starting off with indirect and try direct later on see what works best for you.
Peace