Alexa can help you maximize your workouts by laying out a play before you head to the gym. To get started, just say "Start Workout" and Alexa will walk you through detailed questions on what exercises you plan to do. A complete list of exercises can be found by saying "list all exercises" or be more specific with something like "what exercises can I do for my arms". If you're not familiar with a given exercise, just say something like "Explain bench press".
As you build your workout, each exercise will show up in as a "list" similar to a shopping list in the Alexa Companion App. You can bring this with you to the gym, and check off each exercise while you're doing it.