How to Gain Dexterity
You can improve your dexterity by playing a mini-game at the gym by selecting the old man and the punching bag - but first you will need to complete a request for him.
Once you've unlocked the mini-game press the keys in the correct order to complete the mini-game and level up. How to unlock Muay Thai Training
Head to the gym and talk to the old man by the punching bag - he will offer you Muay Thai lessons in exchange for some panties.
Go back to your house and go to Jenny's room which is between yours and the bathroom and start snooping around. 
If you open her bedside draws you can see some panties but she will catch you before you can take them. 
After
you explain she will offer to sell you panties for $100 and once you
purchase them you will be able to train at the gym for the first couple
of levels of dexterity. To continue being able to upgrade your Dexterity you'll need to keep working on Jenny's Storyline.
Quests that Need Dexterity
- Jenny's Storyline