Guy at the gym, caught him checking me out?

So there is this guy at the gym that I go to and we always end up there at the same time around noon. I'm pretty sure I caught him checking me out several times. It seemed like when I was on the elliptical (I had my headphones on) he was slowly walking by me and I'm pretty sure he was looking at me. I didn't know whether to look back at him or not... lol. I think I might try to start up a conversation with him or should I just wait for him to strike one up with me? I always have my headphones on so I don't know if he thinks I don't want to be bothered or what...
Guy at the gym, caught him checking me out?
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