When playing sports and exercising and youre afraid of ruining your tzitzis do you need to wear tzitzis?

Shalom, Thank you for your question. From the letter of the law, if one is not wearing a four cornered garment, then they are not obligated in the mitzvah of tzitzit. With this is mind, a person who felt that they did not want to wear tzitzit at any given time could just not wear them – they would not be preforming the positive command of tzitzit, but they would also not be infringing (sorry for the pun) any law. On the other hand the Shulchan Aruch (Orech Haim 24, 1) writes that it is good and correct that one should be very careful to wear tzitzit all day long in order to merit to fulfill the mitzvah every moment. (It is interesting to think of the fact that by wearing tzitzit one has on them a mitzvat that goes with them constantly – there are very few mitzvot like this. Perhaps another example is living in the land of Israel. Or being a Succah during the festival. [May we merit to wear tzitzit in a Succah in Israel!]). The source of this is a fascinating story in the Talmud (Menuchot 41) "an angel found Rav Ketina when he was wearing a linen cloak, which is exempt from ritual fringes. The angel said to him: 'Ketina, Ketina, if you wear a linen cloak in the summer and a coat [sarbela], which has only two corners and is therefore also exempt from ritual fringes, in the winter, what will become of the ritual fringes of sky-blue wool (tzitzit)? As a result, you will never fulfill the mitzva'. Rav Ketina said to him: 'Do you punish us even for failing to fulfill a positive mitzva?' The angel said to him: 'At a time when there is divine anger and judgment, we punish even for the failure to fulfill a positive mitzva.'". From here we see that even though Rav Ketina did not do a sin by not wearing tzitzit, his lack of preforming the positive mitzvah was a cause of punishment during a time of Divine anger. [As I write this, the whole world is suffering from the corona virus, and this certainly appears to be a time of Divine judgment – may we be blessed with only good health for all]. From a technical point of view, this punishment only applies if a person goes to lengths to try to avoid the mitzvah in a situation were they would otherwise normally fulfill it – for example especially choosing three cornered garments when they would normally wear a four corned one. But someone who generally does wear tzitzit, but occasionally has cause not to wear them, would not come under the criticism found in the Talmud. None the less, the general practice is to try as much as possible to wear tzitzit at all times (see the Mishna Brurah 8,1). So, to answer your question. The ideal thing would be to try and get a tzitzit garment that was comfortable and fitting for your sports activity. There are many lightweight garments that are sold with tzitzit especially for that purpose. There is certainly no problem doing a work out in tzitzit even if one sweets – just make sure to launder the tzitzit as you would any shirt you wore for exercise. But, if you have a real concern that the garment or tzitzit will get ruined (I'm not sure what sports this applies to – but let's imagine a sport that even tucking the tzitzit strings inside one's shirt will not help, and they may still get ruined, like mud wrestling) then it would be better not to wear them. But if they can be worn with no concern of tearing, such as tucking them in, then that would be the better thing to do. Blessings.