this is exactly what I am dealing with and damp moisure. Even with adding insultation, thick osb walls, and aluminum foil, it still took 30 minutes to warm up the shed to be warm enough to get you to sweat. From what I found online, the shed needs to be off the ground to allow air to circulate. Mine is partially on the ground and always feels damp. I got rid of the work out area and just converted it to shelving that has a door to protect it from the elements even more because I couldn't imagine my electric bill leaving it as is.
The other problem is god knows what getting under the shed to live. I did two rows of bricks around the base of the shed and the next morning, something dug a football size hole under the bricks to get out. Yes concrete is pricey, but it will make it easier down the road to control dampness if you want to make it into a heated work area. To save money, you should be able to rent a cement mixer or mix it in a wheel borrow (which is a pain in the ass btw).