I go to a gym where everyone is very nice, but no one really talks to me. They say good morning and that's it, and then when we're between sets in class (it's a CrossFit gym) everyone is chatting and I'm usually just standing there. I get it. It's not fun.
Could you try going at a different time? When I went to a commercial gym, I went at 5:45 in the morning and would workout until about 7. There weren't too many regulars, but those who got up that early were usually too tired or too focused to care about I was doing. Late at night can be like that too.
Sorry about this. It's hard, but don't give up on exercise, because it is good for your mental health!