Gym-Jams are items of clothing that you initially purchase as expensive shit for looking good at the gym, but end up using as pyjamas. Usually the items start out being used at the gym, then as they start to fade and become a bit crappy looking, slowly become relegated into schlepping-around-the-house gear, then into fully-fledged jammies.
Guy - why don't you go? No one will notice cuz you're wearing your Gym-Jams.
The gym jam is also the song used my athletes to focus before a game or event.
Ash: Footloose from the movie of the same name!
Chase: Yeah booooi, thats one of my gym jams, whooop