Gym etiquette 101: Don't hog the machines/weights.
From Huffington Post 13 Rules of Gym Etiquette for 2015:
When someone asks if they can “work in with you,” the polite answer is “yes.”
If you're actually using it, as in, the weight is in your hands, obviously the answer is no, and rightly so. If you're switching between this thing and that thing, as is common in many workout routines, sharing the machine or weight is perfectly reasonable.
So what do you do? Well, point out that you notice he's doing a rotation and that you're going to use it while he's off on another thing. This is sometimes called "working in". That's very typical gym etiquette. If he presses the issue that the weights just need to sit on the floor while he's doing something else, you can press back or just let it go.
Press back: Phrases like "I think we can share it" as you pick it up, or "You're actually not really using it" again as you pick it up can be a very powerful message. The words combined with the action leave them speechless and inactive, usually, because you're already taking them. He's left with physical force if he wants them back. And when you're done sharing, thank him for sharing. That's polite and demonstrates that you command the situation. If he makes a verbal fuss, ignore him, do your lift, put them back on the ground where they were. If it gets physical (which it almost never ever will), throw the weight on his foot and run away. I'm kind of joking at the end here, but completely serious about just taking the weights despite his complaints.
Let it go: Well, that's you're choice, but then you don't get to use the weights and will have to adjust your workout.
Contraindication: The weights in question are of the kind that you load yourself, like barbells for squats or bench press. Presumably, you want to load a different weight amount, and loading and unloading before and after every set is not a smart way to get a good workout. But dumbbells and machines inherently do not have this problem.
A nice blog post about gym etiquette: Don’t Break These 29 Unwritten [gym etiquette] Rules. The following rules stand out:
- Put Equipment Away!
- Step away from the dumbbells. [to do your lift]
- Check if the equipment is free first
“Working in” with someone