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I was speaking to some ELL and they asked me the above question and I wasn't able to give a good answer.

What's the reason we need to prefix gym with "the", but not do the same for places like home, or school, or work?

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    It probably has something to do with the fact that “home” is a unique place, while “the gym” signify either a specific gym or represents a function (a place where you work out). You can say “I'm at the school” if the school mentioned is not unique. – Stefan Aug 12 at 4:46
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    We say I’m at home, school, work, lunch; but at the house, at the office, at the restaurant. – Xanne Aug 12 at 4:51
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    The best explanation is probably that idiomatic expressions don't follow patterns. – marcellothearcane Aug 12 at 5:04
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    @marcellothearcane I think there’s too much reliance on the specificity criterion, too much effort to cram hard cases into poor rules; although I think calling the hard cases idioms is better than cramming. – Xanne Aug 12 at 7:39
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    I think it's more that there are a number of gyms, so you need to specify you are going to the gym. There's only one home. Although You could probably leave a note that said Gone to Gym, back in 30 minutes – Smock Aug 12 at 9:17
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This is a case of idiomatic expression, particularly in American English. But, it relies upon the specificity of the location in question.

British English has more examples of places that don't require a definite article. See this question

As a rule, home without an article usually defines a specific location. That is, my home. If you were at a friend's house you'd say the home of a friend. (Ironically, you'd still say I'm at the house even when it's yours ....)

The same applies to school. I'm at school means I'm at the school I always attend. I'm at the school implies that it's not a habitual location for you.

The same applies to Nome, Alaska. I'm in Nome, Alaska. Not the Nome, Alaska. So, it seems to hinge (in AmE) on the specificity of the location.

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