Just to clarify I didn't say 'just' hit the gym; I said that was the easy part. Doing the internal work to get to the point where you are confident because you feel you are a person who has value to offer to the world around you is challenging.
And I guarantee you have more to offer than your hair. And when you know that you have a lot to offer, you'll communicate that to the people around you and its attractive. Lots of guys will say "I have lots to offer" and give a list of good qualities. But how many guys really feel that way? If you are feeling bitter and insecure because your bald, would that maybe indicate you don't really believe you're valuable? I'm not criticizing you for feeling that way, but asking if those feelings are indicative that maybe your view of yourself isn't healthy?
Shaving my head this year didn't bother me because I've done a lot of work to deal with the other insecurities that held me back from seeing the value I bring to the world. In fact, shaving has actually made me feel more confident. It's almost like a taunt: I'm so badass I don't even need hair. But again, getting to that place emotionally was a lot harder than going to the gym.