When people get serious about their diets, they tend to start monitoring their weight and how they look in the mirror just as seriously. Each morning begins with getting on the scale, looking down between your feet and watching to see how the numbers have changed. Some people even track their body fat percentages on scales that measure that by passing a pulse through your body, telling you your body composition. But such meticulous monitoring can lead to despair if, despite following your diet and exercise regimen religiously, you don't get the results you want. Are you failing to lose weight, or is something else at fault?
First off, let's be honest. It's very possible that you simply have your diet set wrong. If you are putting in more calories than you are burning, then you will not lose weight. You need to be sure that you are on a caloric deficit so as to lose weight; if after a month or two you are simply not doing so, then perhaps you have to go back to basics and examine your equations, make sure that you are indeed running at a deficit.
However, let's assume that you've got your diet down right. You're running a deficit, you're exercising a bunch, and still you aren't losing weight. Or you're losing only a little. What's going on? The culprit can be water retention. Some people have no problem with this, and will lose weight gradually and predictably without any problem. Others, however, will retain water of varying amounts, so that even though they are losing fat, they are not losing weight.
This will vary amongst people. Some people will retain water like mad, especially if they are trying an extreme diet with an extreme workout program. Additionally, women have to deal with the shift in water in their systems due to their monthly menstrual cycle; some women may retain little to no water, while others' may retain an extra 5-10lbs. Given that women lose fat slower than men, this can make a woman feel a sense of hopelessness when trying to lose weight--she could be doing everything right, and still retain water, and it might take a month or more for her to notice the effects of her correct diet.
What often happens is that people who retain water will notice no change for an extended period of time, and then suddenly lose like 5lbs overnight, and look noticeably different the electronic cooling water dispenser next morning. This can happen regularly, or once every couple of months; it makes it impossibly hard to tell if you are losing weight properly and just retaining water, or if your diet is simply not working.
The solution to this dilemma is to find a better metric to measure that simple weight. Body fat percentage can be tricky too if you're using those hydrostatic scales, since they gauge your percentage by water, and thus can be thrown off by water retention. One of the best ways to tell is to watch your performance in the gym, to make sure your strength isn't is decreasing, and to monitor your energy levels. Those are a much better gauge of your success. Just be aware that water retention can skew your results, and adjust accordingly!