I think mine would be when I was doing the Russian twist and sit-ups, due to me overusing my abdominal muscles then had to take a few days and allow my muscles to recover before returning to the gym.
I brke both my thumbs as a young child in a motor accident before seat belts were invented (1952) Now I am 70 I have been getting arthritis in them which is difficult as they are so mis-shapened and weird looking that they ache a lot the top joint of my thumbs is less that an inch and is very fat the thumb knuckle is huge. So its had quite an impact on my latter life.
I had a motorbike crash once ...and did serious damage to my leg, requiring an "illixarov" fixation to first remove 2 inches of gangerous bone..then 2 years of suffering this frame to stretch new bone...felt like i was in pysical hell for 2 years..but i am walking now..so worth it....
I don't really do the gym, but I've walked into a jab (two stitches inside my lip) and broken a rib doing Krav Maga.
The only time I ever was almost harmed was when I rode the bike too long after I jogged on the treadmill. I got light headed and seemed like fainting. After I got myself together I went and lifted weights. Other than that I have never hurt myself in the gym. So many people use bad technique when lifting, and some try to lift way too much than they can actually do with decent form. Sometimes you have to push yourself, but when you do it on every rep then you're just asking to get hurt. You can't get lazy when you lift. I have seen videos where guys are doing leg press and they let their legs lock when they push up. One time I saw a guys leg snap the other way. I used to do very heavy leg press, but I never let my knees lock out. You're just asking for the laws of nature to take over.