As a professional nutritionist and personal trainer, I see this quite a bit (especially in women). We tend to carry more water weight than men. If you see great loss from the beginning of changing your lifestyle through nutrition/diet and exercise, it is usually water. However, more than 50 percent of women will not see the scale budge for a few weeks. It is due to the inflammation your body produces through exercise. That inflammation tends to hold onto water. Once your body gets use to the change (exercise), it will begin releasing the weight. Make sure you drink plenty of water - ounces that equate to half your body weight in pounds. For instance, if you weight 150 pounds, make sure you get at least 75 ounces of water daily.
As for dieting, you won't lose weight overnight as you have to remember "energy in, energy out." There must be an energy deficit, and that can be obtained through either exercise or diet, or both. A calorie is energy, and you have to have a 3,500 calorie deficit to lose one pound of body fat. You can do that through a daily diet reduction of 500 calories per day to lose one pound. I recommend that you don't go much more than 500 calories per day if you are dieting long term as your brain will think you are in starvation mode and begin holding onto everything it has (body fat). Your thyroid will slow and metabolism will decline... something you don't want. Just add activity/exercise on top of your diet to release more energy.
With that being said, I propose that you stick to an all natural diet (nothing pre-packaged, processed, or refined) as science has shown that natural foods can burn more 50 percent or more of body fat than the man-made foods. Also, you won't have to count calories by sticking to natural foods because your brain will signal satiety (fullness) at the right times (before you eat too many calories). Besides that, you will be much healthier and be able to keep the weight off as well. ;)