I strike up conversations with girls/women in the gym all the time whether they're there for cardio or weight training. I don't hit on them but if the circumstances are appropriate I enjoy good conversation. That's half the problem with womens attitudes to guys in the free weight section - they think we're all neanderthals that couldn't string a sentence together if we tried.
I'm on a one man crusade to change that!
Actually......at the end of some of my workouts I do actually find it harder to keep up a good conversation - probably because I'm so stuffed!!!!