The word "gymnastics" comes from the Greek gumnos, or naked. In ancient times, athletes usually worked out with their kit off, and the verb gumnazein came to mean "train" or "practise", whence we get "gymnast". Latin borrowed the root for gymnasium, or "school", which in English is a sporting term, whereas in German it has the wider meaning.
"Gymnastics" also included the idea of exercises for the mind, although an early version of the word, "gymnic", referred to the body. Milton asked: "Have they not Sword-players and every sort of gymnic artists, Wrestlers, Riders, Runners, Juglers and Dancers?" It sounds a bit like the modern Olympic Games.