1. Convenience. If I have a gym in the building I live in, I'm about 10x more likely to use it. If it's a block down the street, I might go once a week. If it's two blocks down the street, it might as well be in Algiers.
2. Knowledge. I don't know how to lift weights, and I'm afraid I'll do it wrong and end up injuring myself. Apparently even running isn't trivial to do without potentially hurting yourself. If you don't have a friend who can show you how to do things right, it's not as easy to get started with confidence. (And let's face it, most of us here are probably not super likely to ask a stranger at the gym for help.)
3. Laziness. I've got work to do and video games to play, man! Working out isn't fun. I like riding my bike, but I'm not doing it in 30 degree weather, or in the rain, or in the snow.
