So sorry to hear that. Honestly, I don't trust ANYONE so I would never have taken the risk. I hope you lock your things up from now on. Now go get you another key cles =)
I'm really sorry to hear you had something stolen - doesn't matter what it was in the end - someone disrepected you by taking what wasn't theirs.
I'm, suprised no one here has suggested reporting it to the gym, or asking about security footage....I'd want to see if there was any way to find out who could have taken it....
I think it might also be wise to look at insurance for your tresured items - I had some one clean out my closet in my house with all my Dior and LV and thankfully I was insured, so it took some of the sting away.
I hope this doesn't make you jaded - there is some real scum out there.