You can place mirrors or objects with a metallic sheen around your room. The mirror will reflect the sunlight so your room becomes brighter. Remove heavy curtains as they will block light from entering. Choosing the right wall color is also important. Light colored pastels, an eggshell wash, or a reflective paint finish and of course, a light-colored rug for the floor will bring more light in.
And last but not the least, exercising outdoors or in a gym by the window will give you the natural light you need.