This is a question that a lot of people ask when training using my program and also when using basically any diet / exercise program in existence. This normally applies only to people who are completely inactive and then alter their diet and start to introduce light exercise at first and "pick up the pace" over time - which is what I recommend to all the people I have advised.
It was kind of showcased on what I considered to be a pretty amazing show called The Biggest Loser back when that was popular a decade or so ago. The fatties would get punished for a week and have their diets dramatically altered and then get on the scale a week later to see absolutely fantastic changes in their weight.
Then, as the weeks went by the participants, despite working even harder and sticking with it for the later weeks would notice that their weight loss was less and less impressive as time went by. Sometimes they would even gain weight in a week.
This is a big reason why many people (not the ones I train, I wont allow it) end up returning to their old ways that got them to their fat state in the first place. They reach a "wall" of sorts and feel frustrated that they aren't continuing the weight loss extravaganza that they experienced in the first couple of weeks. Sometimes this happens because
Both of these things are the wrong approach and people need to understand that there is a scientific reason why you (and everyone else) can not possibly keep up the weight loss they experience in the first weeks of dramatically altering their diet and exercise regimen.
I know it sounds cliché but is actually true that most of the weight you are losing in the first weeks of changing your lifestyle is in fact "water weight" and the heavier you are, the more profound the water weight loss is going to be.
This is due in part to carbohydrates, sodium, and other chemicals that retain water in your body that bad diets consisting of lots of processed foods are very heavy in. Once you change this and introduce some light exercise into your life, the shock to the system eliminates this water retention at a very rapid rate. This process, for the most part, is complete after 2-3 weeks in most people.
There are other reasons that people will start to experience a weight-loss stagnation or even weight gain at this point and this is where you need to be mentally strong to get past this very difficult milestone in converting your life to a more healthy one.
Another incoming cliché: Muscle weighs more than fat. It's a stupid statement because enough of anything weighs as much as enough of something else (think about the statement: What weighs more? 10 lbs of feathers or 10lbs of bricks.) Fat by volume weighs a lot less than muscle but the statement just got truncated for reasons I don't know.
Take this disgusting but rather accurate picture for example. 5lbs of muscle is considerably smaller than fat and even though at the beginning of most people's journeys they are doing very light exercise such as walking or light jogging (hopefully with some weight training mixed in as well) they will be gaining muscle and once again, the heavier you are the harder your rather large leg muscles are going to be working and thus, they are going to grow. This is a major factor in why the scale no longer gives you the numbers that you want it to. Your muscles are growing (provided you give them the correct fuel) and therefore, while the scale is maybe not showing you the numbers you would prefer, this is a perfectly normal part of the process.
I always say that changing your life to be a healthier and less fat one is a marathon, not a sprint, and you have to embrace the fact that after the first 2-3 weeks of rapid weight loss, this is very unlikely to happen ever again. This is not a time to give up though it is a time to maintain and perhaps start taking mirror selfies and using that as a guideline rather than the numbers that the scale is going to show you.
After the first few weeks of life-altering change, a standard scale is no longer a good tool for tracking your progress. Don't let this frustrate you and just realize that this phenomenon is perfectly normal and applies to every creature on the planet.
Another thing that is important to keep in mind is that most people's bodies will actually use muscle tissue as an energy source before fat once a caloric deficit is achieved... but this is a topic for another day.