However I must go to the gym now
Avoid starting a sentence with HOWEVER when the meaning is "nevertheless". The word usually serves better when not in first position.
The roads were almost impassable. However, we at last succeeded in reaching camp.
The roads were almost impassable. At last, however, we succeeded in reaching camp.
When HOWEVER comes first, it means "in whatever way" or "to whatever extent".
Strunk and White (The Elements of Style, 3rd edition, New York, Macmillan, 1979)