I agree with Jonathan's answers. If you want to say that you think it would be good to go to the gym, you shouldn't use the word "it." If you say "it's very good," the meaning is "the gym is a good gym," and as Jonathan says, this sounds very weird because it has nothing to do with the question. You could say something like this:
- "Shall we go to the gym now?"
- "That sounds good." / "That sounds like a good idea." / "Good idea!"
We can use the word "that" to refer to the suggestion that the other person made. "That sounds good" means "the suggestion of going to the gym sounds good." We don't use "it" this way, so we wouldn't say "it sounds good."