Let it grow, buddy. There's no rush really, since she's at the same gym. Immediately asking everything about her might ruin it, I think it's much cooler to get to know each other in peace, since you don't even know whether you like each other or not. You gained the permission to have a conversation with her in the future too, since the initial step is already been taken and the most polite (and therefore least telling) small talk is behing you, it's way less hard to start again. Maybe eventually you'll want her number or something later on but right know - I think you made the right call.