Can someone tell me how people prevent fainting in gym if they're anemic?

Hydration: Unless severe, anemia should not cause fainting with exercise. Maintaining adequate hydration helps to maintain normal cardiac output during exercise. Fainting during the active phases of exercise can be associated with serious cardiac disease and should be investigated.

They get treated: If your anemia is severe enough to cause you to faint while exercising -- either doing strength or aerobic exercise -- then you owe it to yourself and others to get treated prior to returning. If your anemia is due to monthly loss or vegetarianism, supplement appropriately. If you do not know the cause, get a workup from a competent physician. Glad you're into fitness. Best wishes.