The obsession with weight?

I've been going to the gym, like for the past two weeks....so where in that equation can you gain 4pounds? I mean I didn't expect any miracle changes like dropping a stone in two weeks. A nice pound(lb) off my weight would be nice. Am I doing something wrong? I mean I dont believe in the cut out everything you eat kind of thing......I enjoy my food, I dont want to be obsessed that I feel guilty over eating a mini roll chocolate cake, I dont even eat alot of junk food...so I deserve to have a chocolatey treat.

Even in the disappointment, Im going to the gym to sweat my butt off.