The ancient Stoics trained not just their minds, but also their bodies for the hard work of philosophy. The 'good flow of life' which they sought could not be grasped from books and lectures without additional toil. A simple lesson or a clever turn of phrase was never expected to overcome a lifetime of bad habits in the hearer. Stoic exercises, both mental and physical, were designed to take the lessons found on paper and write them into the life of the student. Because the universe will take things from us, the Stoics meditated on death and loss. Because life has lean times, they would eat plain foods or take no food at all. Stoics trained in order to be ready to meet the inevitable trials of life. We too must train if we want to be Stoic when it matters.
A clear expression of the physicality of the Stoic School can be found in the writings of Musonius Rufus. History leaves us very little of Musonius's words, but what we do have is illuminating. Unlike other Stoic texts, his give us insight into the daily practices at the Stoic school. For instance, he gives lessons on what foods Stoics should eat. He also gives job advice and lets loose some really horrible opinions concerning sexual relationships (always remember, we don't always have to pick up what ancient Greek guys are laying down). The ancient notes titled, By Musonius from the lecture on practicing philosophy, begin, "virtue...is not just theoretical knowledge, it is also practical, like both medical and musical knowledge. The doctor and the musician must each not only learn the principles of his own skill but be trained to act according to those principles. Likewise, the man who wants to be good must not only learn the lessons which pertain to virtue but train himself to follow them eagerly and rigorously." Stoicism is meant to be used in the field. What's the point in claiming indifference to the things we don't control if we continuously get angry as slow traffic? Stoicism is only Stoic when it is enacted, and that requires disciplined practice.
Stoic physical training was focused both on testing students' beliefs and building their mental endurance. Musonius Rufus did not care if his Stoics were under ten percent body-fat or how much they could deadlift. He was concerned that when they came face to face with pain they might choose comfort over virtue. The hard work of Stoicism involves desiring only what is good and avoiding only what is bad. Pain, according to Stoicism, is not actually a bad thing, it's simply indifferent. That's an easy enough idea to pay lip service to, but when pain stands between us and virtue, will we go through that pain or avoid it? Better to test ourselves in a controlled setting. Musonius said it this way, "the philosopher’s body also must be well prepared for work because often virtues use it as a necessary tool for the activities of life...We will train both soul and body when we accustom ourselves to cold, heat, thirst, hunger, scarcity of food, hardness of bed, abstaining from pleasures, and enduring pains."
So what exercises did the ancients use to become better Stoics? We don't really know. History has taken that from us. The glimpses that we do have fall into the category of 'voluntary discomfort.' For instance, Epictetus advised that a thirsty person could wet their mouth, but then spit out the water. Seneca would eat bland but nutritious foods for long stretches. It would be interesting to see exactly how the ancient Stoics exercised, but there's no secret sauce, we simply need to train ourselves to follow Stoicism eagerly and rigorously. It isn't difficult to devise voluntary discomforts; hard beds, cold showers, and fasting come to mind. I happen to use an ice based practice that I learned in a birthing class. The point is not to make ourselves uncomfortable for discomfort's sake. We are meant to uncover the ingrained mental habits that go against Stoic thought, experience through disciplined exercise that those thoughts are wrong, and learn to consistently choose the wiser course.
Again, here are Musonius' thoughts on the matter,
As modern Stoics, we seek to conquer the obstacles that come our way. We've turned to the words of an ancient school of thought and found, through practice, that Stoicism is replete with practical wisdom. It is the practice that proves the words. We are doing ourselves a disservice if we do not routinely exercise our philosophy. If we don't pack on some Stoic muscle, how will we be strong when real obstacles rise up before us? Be certain to not simply read the Stoics, participate along with them. Train yourself in the hard work of philosophy. The Stoic who pursues wisdom eagerly and rigorously is the one who obtains the good flow of life.
- all quotes from Cynthia King's translation of Musonius Rufus: Lectures and Sayings