about the gym - when you go, making sure you warm down properly means you don't need to worry so much about heart attacks, the major concern would be taht you're working away at the whole body and then stop suddenly.
When exercising, your muscles help squeeze your blood around by squishing your veins, if you stop suddenly, all the work has to be done by your heart, by warming down, you help your heart to play catch-up woth the left over oxygen demand