The gym usually had tough people hanging around. It's where most of LAW's wrestlers went after all. That's why Penny went there, but she went super super early. There wouldn't be as many options for Penny to pick, but Penny had to be smart about picking her fights. Technically they told her to not get into trouble, but she figured she wouldn't be getting into trouble if there was no one else around. Besides that, if there were more people around then they'd just get in the way of her fun like people always do. They'd probably try to stop the fight like the party poopers they are. That's why she sneaked around the gym, trying to find someone isolated that no one would notice her playing with. That's when she found one girl that was just perfect. She had short dark hair, looked like a good fighter, and most importantly, she was all alone.
Penny would wait for the perfect opportunity to surprise her with a good "joke."