Why is my mindset battle so hard when it comes to going to the gym?

In my city we have multiple fitness centres, my boyfriend and I got our memberships yesterday and today was my first day. I started on the elliptical with some cardio, then moved over to the stair masters for about 10 minutes, and then I used the rowers and leg pressers. For some reason, there’s this voice in my head “this isn’t doing anything for you” “I hate this I want to give up” “you aren’t doing enough” over and over, I’m battling my mindset so hard and I’m not sure why. If I show up, and I have fun and enjoy myself that should be all that matters. Except I’m just so hard on myself. Advice on how I can have a better mindset?
Why is my mindset battle so hard when it comes to going to the gym?
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