Hi Timmo,
a belated welcome to CC!
You say your thighs ache big time, which they shouldn't do after a short ride, unless you are pushing yourself VERY hard, especially as you say you are otherwise quite fit from the gym. The following is me guessing, so tell me to push off if I've got it wrong

.
The only time I've had this problem was when I was out on a borrowed bike and the saddle slipped down. It wasn't quick-release, we had no tools with us

, and I didn't want to disrupt the ride by going back early. My thighs were screaming like never before or since. Lesson learnt - a saddle that's too low for you makes your cycling action very inefficient, i.e., you can't use the power in your legs properly. Simple physics.
In case you don't know how to check this, sit on the bike and put one heel on a pedal. Your leg should be almost straight. If your knee is bent quite a bit, up your saddle height and go for a ride round the block. Then repeat. If you have been riding with too low a saddle, it may take you a little while to get used to the new riding position and feel wobbly, so you can adjust a bit at a time.
(For proper mountain biking, you may want to keep the saddle a little lower than for road biking, but not by a lot, from what I've been told.)
Hope you can get it sorted!
T