I've posted a lot of this before but it's relevant here nonetheless.

In terms of ancient exercise we have a some references within the primary source literature. We hear of a 6th century BC athlete named Milo who worked out by carrying a calf on his shoulders. This was a long term work out strategy as he continued to carry the animal as it grew up, so he was eventually carrying a full grown bull. However Milo's story is shrouded in legend so take that into consideration.

Oribasius, a Greek physician writing in the the 4th century AD summarizes descriptions of exercises he read about in the lost work of Antyllus, a Greek surgeon writing two centuries earlier. One entails doing what we might today call a bicep curl, probably using a rock of some kind. Another involves holding a weight while lunging forward with arms extended. The Greek medical researcher Galen, writing in the second century AD describes a work-out where the athlete places two weights in front of him about 2 meters apart. He then stands between them and picks up the one on the left with his right hand and vice versa. In addition, various rocks have been found around the Greek world with inscriptions saying "so-and-so threw me such-and-such a distance," suggesting that throwing stones was a popular athletic endeavor for the ancients. Galen also describes an exercise which does not involve weights. Here the ancient gym rat would stretch his hands out in front of him and brace himself as another person would try and force his arms down. Today we might refer to this as isometric or resistance-based exercise.

I have based this post on the information provided in Nigel Crowther's 1977 article Weightlifting in Antiquity: Achievement and Training.