Ever spend several days exercising and eating right and then step on the scales only to find that you've gained weight? I have.
I weigh every day (see next rule) and there are times when I think I'm doing EVERYTHING right and I still gain weight. In fact, that's happened today, as of this writing.
It's important to know that one day last winter, I weighed myself every couple of hours and gained 8 pounds over the course of 24 hours! I also drank over a gallon of water during that time and (er, well, eliminated) some materials from my body during that time.
I had to have some minor hand surgery recently and wasn't able to ride my bike for about 4 weeks. During those 4 weeks, losing weight was easy. However, after I started riding my bike again, I gained weight, even though I'd been eating right.
Don't forget, as you increase your water intake, you'll add weight. Water weighs about 8 pounds per gallon. Don't believe me? Weigh yourself, drink about 1/2 gallon of water and weigh yourself again. If you haven't 'expelled' most of it, you'll weigh around 3-4 pounds more.
Also, it's true that muscle weighs more than fat. As you increase your acitivity level, you'll see some small, periodic increases in weight. Don't worry about these, as long as you're eating right and exercising. It's the long term trends you're looking for.