Gym Etiquette Question

First, Can I get a Hell Yeah for going to the gym?  HELL YEAH!

Alright, so the workout wasn't GREAT but I went, I did, I sweated and that's SOMETHING.  It's been over a year since I went.  It's only the beginning.  I'm starting slow.  I'm going just twice a week and continue walking on the days I don't go.  I'll build up from there.  At least that's the plan.  I was bribing myself to go yesterday, promising myself a small Starbucks coffee after my workout.  I ended up not getting Starbucks and instead bought one of these.

Too lazy to rotate it.  Sorry.  But this is a flavored water drink with 0 calories and 0 sugar but a few vitamins.  Tasted pretty good.

But this leads me to my etiquette question.

So I love watching TV while I do cardio.  It makes the time go by faster.  My old choice was trashy reality TV but I can't even stomach that anymore.  Instead, I decided to try Game of Thrones.  Hubby watches it and loves it but I've never seen it so I started with Season 1, Episode 1.

Not sure if you all are familiar with this show but there is A LOT of violence and A LOT of boobies.  And some scenes are basically softcore porn.  I didn't realize that before I chose this particular show.  Trouble is, I like the show.  I watch it on my phone while I'm on an elliptical or something with my headphones in.  So my question is if it's gym appropriate?  I mean...there aren't any kids in my gym but I could see where some people might be offended by it if they look over and see particularly risky scenes.  On the other hand, it's on an iphone with headphones so they'll only see if it they actually look over to see what I'm watching.  In which case, they get what they deserve for their nosiness, right?  I don't want to be a bad gym person though so please let me know what the rule is on this.

No big plans this weekend.  A neighbor is turning 50 so we're having a little gathering for him.  My oldest daughter is sick so she's home with me today.  I'm trying to get an appointment with the doctor to make sure it's not strep throat.  I'm starting to feel crappy today too so hoping we don't spend the whole weekend sick.