Where do you usually excercise? I share a dorm with someone and sometimes I feel uncomfortable excercising in front of others. How would you cope with that ?

I can relate to this feeling a lot! I started with running which felt very uncomfortable at first when people saw, but I pushed through and now exercising in front of others feels more natural. So maybe start with something a bit easier, or plan your days around the time your roommate is out? Remember exercising and taking care of yourself is something beautiful to be proud of!

That's completely understandable. I struggled with it as well! The thing that helped was finding a way to get my private space. Maybe try negotiating with your room mate about giving you some privacy at a certain time every day. Setting boundaries can be healthy. Worst case scenario, I would join the nearest gym. They may have spaces you can have all to yourself, especially really early mornings or non-peak hours.
All the best!