First and foremost, if you think you're going to laugh, don't do it. Everyone has things that they take seriously, and just because you or I don't "get it" doesn't make it any less important; it's part of being professional (and I mean that in the attitude sense, not in the 'you're being paid' sense). I've done this a few times, and I like to go for a sort of dark, edgy, but not too intense look. Depends on the location and the person.
The first thing is to actually become familiar with the various standard poses (YouTube, Google Image) and then discuss with the person what they want. As the neutral third party, you can look at the person and recommend poses that may work better than others. Once you've done that, scout the venue and plan the shoot. If it's a private gym, ensure that you have permission.
This image uses a single 22, gridded beauty dish high and left, with a large fill, low and just off-axis camera right.
This is a three light set, key light is a large SB slightly left, fill on-axis, and of course the background light: