"Treadmill" is a thing, so use: "If I want to go to the gym and try the treadmill."

YaMei, I do treadmill......or I do the treadmill.....or I use or (go on) the treadmill ...or I run on the treadmill. I do weightlifting.....or I lift weights. I do stretching......or I do stretching exercises....I do stretches.... I want to....do, use, or run on the treadmill. I want to go on the treadmill. I want to lift weights...I want to do weightlifting....I want to do some weighlifting. I want to stretch.....I want to do stretching....I want to do some stretching.