My girlfriend has been pushing me to go to the gym, but I'm only going to pretend to go.
That sounds very deceptive, why would you pretend to go to the gym?
I really don't like the gym and I don't want by girlfriend to pressure me to go. If I tell her I'm going she'll leave me alone.
There is no reason to fake going to the gym. You should go to maintain your health, but if you do not want to go just don't go.
You don't understand, my girlfriend won't stop bothering me about it. It's easier to pretend to go.
You should just tell your girlfriend that you don't want to go to the gym. If she wants you to get exercise, maybe the two of you can find some activities you both like that will keep you active?