You may not lose "weight," but you will lose fat, which is what people want to do when they lose "weight" anyway, right?;-) (You wouldn't want to lose muscle, or internal organs! LOL!)
I think any 'complaints' you may see are concerns due to the ingrained idea and misconception that 'getting fitter/slimmer' = 'losing weight.' We're really hung up on 'numbers' in the US.
The scale is actually a much less accurate measure of fitness/slimness than the way your clothes fit and how you look in a mirror, since the same amount of muscle weighs more than fat (a pound of fat is about 20% (?) larger than a pound of muscle, so as you replace lumpy, shapeless fat with firm, rounded muscle, you may weigh the same, or even gain weight, but will look (and feel) much better).
Also, when you start weight training, there may be a weight increase and size increase due to retaining fluids, as your body does this as somewhat of a protective measure, thinking that the new stresses put on it (by lifting weighs) is some kind of threat. This lasts a short while, then your body 'figures out' that the weight work isn't a threat, and stops retaining the extra weight.
