2. Think outside the box
Traditional gyms aren't your only option. Plenty of women do CrossFit, which has a more social atmosphere than your standard health club. Charity runs, hikes, and races are also good opportunities.
Just do what other fitness-minded people do: get moving. Instead of sitting on the sofa, hang out at the park or go on a hike. Go solo, take a friend, or check out the dozens of online meetup groups centered around outdoor activities.