i can relate to you, i also have some feelings of insecurity when i go to the gym. but as you wrote, as you make it a habit, you and your Si will feel more relaxed about it. good luck and keep it up! :)
i think it's generally a good tip to also concentrate on the Si. I've had my struggles with that, as I also relied to much on my Si when bad situations happened or things didn't turn out as I wanted them to. Si can keep you from moving on. But used in a right way, it's helpful.
To your question: I'm currently student, but still living at home with my family and commuting to my university (takes about one hour per direction). I want to take myself a room in the city where my university is because i need a little bit more freedom and don't like commuting. In order to afford that, I need to take up a part time job (i want to get one in tutoring and/or working in a bar). It's a little hard to make plans, because I've had experiences with taking up jobs and quitting them right after because some things there didn't allign with my values. i got better at this, but still, it takes time and work.