If you want to pump some iron (commonly called weightlifting) there area few options that you can take up. A lot of the hotels and resorts have their own areas and usually these are not open for the public, but there are three main gyms on the island.
Paradise Palms in Pearl Beach, Koh Chang Gym in Chai Chet south and BB Gym in Lonely Beach. All offer a good selection of either weights and machines or a combination of both. BB Gym is more geared towards weights and classes in Pilates and yoga at times versus the other two that are the more traditional male type pumping iron places.
Because of the heat in Koh Chang most people are working out either early morning or later in the day.