I was hoping much like at my University of Central Florida, to have free access to a decent gym. NOPE!
Here, if you want to continue going to the gym you'll have to pay for a gym membership.
I recommend for you to go to Friskis & Svettis. This is where most students go to and is one of the most economical.
I don't remember the exact prices, but one month costs you around $50 (if you pay one month individually), but the first time you pay you'll pay an initiation member fee of around $10. If you are planning on really going to the gym frequently, it might be in your interest to just pay a 6 month membership from the beginning and it will be cheaper than paying each month individually.
Also, I would try right away to ask around the other international students to see if someone who is going back home is selling their membership or maybe even giving it away.
Facebook is a great tool for this, so join the Jonkoping International Association group right away.