How do I get him to stop trying to flirt with me without being mean about it?

If you are not interested in hooking up I don't know why you gave him your phone number, but you did and that is done. Now to move on, his behavior is odd to say the least. It does seem as though he is trying to constantly get your attention, maybe he isn't talking to you because he feels intimidated by you, or afraid of rejection. Whatever the case may be it makes you uncomfortable so I suggest you talk to the manager of the facility tell him this guy's weird behavior makes you uncomfortable could he get the guy to stop, or you may change your membership to another gym. Times are crazier than ever now and you have really got to be careful. Make sure you watch your rear view mirror when you leave the gym, and don't walk around alone at night. And from now on Do not give a stranger your phone number wait until you have established a friendship with someone before you do that from now on. Good luck.