Did they give you a receipt? No receipt=no payment. I am not a lawyer but was there a signed contract? Do you have a copy? Read it carefully! If I remember correctly if the blank check is not issued. Then there is no monthly withdrawls arranged. So why would they set you up with an account without working out the payments? Sounds shadey! No money paid and no services rendered then it all comes down to if you signed anything. Check it thoroughly! If it doesn't say there is a five day cancellation agreement (which is the most I have ever heard of) then they can go **** themselves. If worst comes to worst pay the $100 or so to sit down with legal council and get them to look the contract over. But do not give them a check until then. If you have to use the check is in the mail speech.
Let the deposit go. You can not get it back! Even if they took you to legislation the worst (in my humble non lawyer opinion) would be you would have to pay for the missed session only. But it all comes down to the contract.
This gym isn't owned by guys named Gweido and Toni is it? If so pay the $1000.