Best way I’ve found to talking to women in the gym is to talk to them about gym related stuff.
Nutrition, their favorite lifts, how tight their pussies are. You know regular stuff.
Seriously though, I find it’s much more effective if you happen to talk to a one of them or a few of them if they’re in a group. Single the leader of the 2nd one in charge - say hello, ask her what their program is and go from there.
You already have a common interest - again, jokes aside, in nutrition and general fitness. There’s tons to talk about so just do that. It’s best, though, to keep the interactions, at first, kind of quick so as not to interrupt their sessions. Be mindful that they’re there to work out, not get hit on by some schmo. Seeming genuinely interested in their programs and nutrition goes a long way. When they say something you like as well, tell them that and say something like “Ooooo that’s a good one”.
It boils down to find something of common interest but be respectful and cognizant of their time and yours. You’re still there for you, primarily.