I think the quest thing works because it gives you both roles: you are the Quester, they are the Helper. Both of you know what's expected of you. You are supposed to ask questions passionately, they are supposed to answer helpfully. Random gym conversations are hard because your roles are undefined ("How am I supposed to react?"). In general, many shy people do better socially when they can adopt a role. A shy person might become un-shy when they work as a barista, because they have a role ("barista"). And on a grand scale, a celebrity singer might become un-shy on stage, because she has a role ("singer").