People are rude, and yeah, for such 'species' like you described - making jokes of us overweight people does bring joy and elevates their self esteem unfortunately. I believe those 'ladies' only had eyes and big mouth, no brain though, otherwise they would have thought of how it made them feel, if someone else was laughing at their stupidity or some other defect, which I'm sure they have plenty. We all have our good and bad days - thoughts as well, but POLITE and educated people usually keep their opinion to themselves, like you did. And I think it was for the best that those creatures disappeared and you had no chance to vent your anger on them.
I know it hurts and I understand how hard it was for you both to join the gym that day, it is always difficult for the first time. I thought everybody was looking at me, in fact I caught a couple of unpleasant glances...but in my case, my trainer was near me and I felt confident, trying not to pay attention to anybody else. He just kept me busy all the time, showing exercises, how to breathe, etc. So, after a few sessions, I stopped noticing any negative reaction. I am certain, if there was at least one coach standing behind you, nobody would have been joking about you aloud. Still, everybody has the right to feel safe while exercising, since it is a public place and you paid money for it equally.
I believe the policy of the gym (any) should have some reglament, stipulating certain behavior rules and those girls, not you should have been 'punished'.
But in reality, money is the main thing for places like that, so they don't want to lose ANY clients. On the other hand, they lose much more clients, because many overweight and obese people are too shy and scared to start workout at gym in front of other people. So sorry that you had to stop visiting that gym, you shouldn't give up! It is your health, don't let such stupid people beat you. Unfortunately, the only thing you can do in this situation is stop paying attention and do what you need to do. If it happens again, try to speak with gym managers and change the time of sessions to avoid meeting those ladies (for example). Or join special yoga, pilates, tai-chi, etc. class - there are only people who actually want to improve their bodies working hard, not for fun.
I hope your friend recovered and you support her these days, as close friend's words can really help. I wish you both to fight and find your own way to a healthier body, don't give up! Bad people exist and will always be there, but you must be stronger, because it is your life and you should live it happily!
Many many hugs to you guys! Sending you good vibes!