The Cortana team has been rolling out new Interests to Cortana's Notebook for a few weeks now. One of them is the Lifestyle category, with Fitness Tracker as the particular class. (The other new interest is Showtimes + Trailers).
Many of Cortana's characteristics and interests do not roll out to users all at once. Instead, Microsoft tends to push it out slowly, gauging feedback and usage. Lifestyle though is an interesting one: it appears that you can get the interest to show up by merely saving a favorite place as 'Gym'.
If you are unsure on how to save places as favorites, follow these steps to get the Lifestyle interest in Cortana
Full story from the WindowsCentral blog...
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