Hi Genevieve! It's great that you've joined a gym -- for us CFers, in particular, exercise and keeping active are vital to our overall health... I've heard a lot of the same things echoed by the folks above -- that we should NEVER use public hot tubs or steam rooms... I think you should approach your clinic for guidance and to explain why it would be ill-advised, or why it might be acceptable (given the reasoning above...)
I personally have been very lucky not to have contracted any issues from public steam rooms or hot tubs... I haven't really been in a steam room post transplant (15 years ago...), but I have been in a hot tub from time to time... I do make certain that they look well maintained (though, I know that you can't really see the critters we're concerned about...) I used to LOVE being in the steam / wet sauna -- it seemed to help me clear out, and relaxed me, my chest and my breathing... A part of me understood I was taking a risk -- but I also never experienced any ill effects...
If we choose to do something like this -- I think we have to be very cautious... And -- I think it's best to do it with our clinic's blessing and guidance... It was between 20-30 years ago when I was more actively using a wet sauna -- MRSA and CA-MRSA were not as commonly reported as they are now... Love, Steve