What I found was that when the air is damp and you're sweating, it's a recipe for disaster to wear thick, bulky clothes. When the sweat makes the clothes damp, it just doesn't dry, and so when you're walking back home, you're increasing your likelihood of a cold as your clothes are wet and your core temperature is dropping.
Lifting weights in the gym can understandably be a massive put off, with big guys dominating the area. I also believe that the main reason many women avoid weight training is that they are scared of getting the "body-builder' look. I know many women who say "I don't want to lift weights because I don't want to get big and bulky." This is a myth.