They both translate to the same in English, but they have slightly different meanings. Essa usually means the thing is closer (near the listener, if it's something physical), but aquela refers to something far from both people in the conversation.
“Você gosta de...” is also correct for “You like...”, but which exercise did you have? Translate from English to Portuguese? or Listen and write it down? Did you not put the subject? I would have gotten a screenshot of that and sent it in the report,