An exercise is one type of activity. Push-ups are one type of exercise. Sit-ups are another type.
Exercise as a non-count noun refers to any type of thing you do that moves your body around.
I don't like to exercise is a general statement.
I don't like to do this type of exercise is a specific statement.
#1 is probably what you want to say about someone who doesn't move around much. #3 has about the same meaning, but I don't like it as well.
Student or Learner