Here’s my take on it:
The advertisements, the radio music, those will be part of the atmosphere everywhere you go, unless you just stay in your home and never leave.
The muscle diagrams? Should a medical student not study anatomy textbooks? Should an art student not learn to draw or paint the human body? There’s nothing wrong with this.
Immodest gym members? Look, people go to the gym in workout clothes. Shorts and a t-shirt, tight-fitting clothes, something like that. That’s not immodest, that’s appropriate dress for the situation.
You’re worrying too much. Go to the gym. Work out. Practice keeping your eyes to yourself. You’ll be fine.
As you say, if you’re worried about the radio, or the advertisements, listen to music with earbuds, and then you won’t be exposed to any of that.
And as to people’s dress, this (and I say this in the most friendly possible way) is your issue, not the issue of your fellow exercisers. Learn to manage your eyes and thoughts.
You’ll be fine.