How can I feel more comfortable at the gym?

I (13F) recently started goinging to the gym. I'm not skinny, I'm fat but I don't look "fat" kind of like a not skinny boy if you get me. Like I'm not round and stuff I'm more of a box but like fat my height makes up for it. Anyways, I'm super insecure about my arms so I want to wear a hoodie. However, the weather is hot and my parents don't want me wearing one, what can I do? Something else, I feel really insecure around boys my age (more so ones I know). The gym I'm going to is a local one and there's a boy there who's in the year above me who is an absolute CREEP! For example, he asks me to go out with him, calls me pretty, always makes remarks to me, calls my name even when he could be in a lesson etc. I feel uncomfortable but it's the only one I can go to, what can I do to overcome this?