How would you feel about me making fun of him privately at the gym?
Seriously? Why would you want to make fun of other people at the gym?
I like to make fun of people in general.
A gym should be a space in which people can exercise and improve their bodies without any negative judgment being passed on to them. You should not make fun of people at the gym, even privately, as people can tell when they are being looked down upon and they will feel uncomfortable and upset at your behavior. Instead of making fun of people, try to be more open minded and understanding of the struggles that they face.
I'm going to anyway even if you tell me not to.
How would you feel if you were working on something you weren't experienced at and people around oyu were snickering or pointing at you? I'm sure you wouldn't enjoy the feeling and that is exactly what you would be doing to him. Try putting yourself in his shoes before going through with that mean idea.