One of the biggest setbacks of taking on a new diet and exercise routine is not being able to see any immediate changes, which is why so many people give up after a short period of time. But even if you're not seeing any progress right away, the fact that you're eating healthy and getting a little physical activity each day will still do wonders for your body, both inside and outside.

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Some people might start doubting themselves, like mistaking their tummy bloat for fat when it's really your digestive system adjusting to your new diet. Others will jump on the scale and notice a few extra pounds, but have they ever stop to think that the muscle they're slowly developing actually weighs more than fat?

This is why you can't second guess yourself too much, or at least too often. Certified strength and conditioning specialist Charla McMillan recommends that you only check for progress every few weeks, and that it takes at least a couple of months before any real progress is visible:
Individuals should expect to feel stronger and more capable after only a few short weeks of proper diet and consistent exercise, but they should not be looking for visible changes in the mirror until they've been at it (again, consistently) for probably two to three months. Best to plan on checking in about every three weeks (not daily weigh-ins or mirror checks—the incremental improvements will simply be too small to be encouraging).
The most important thing to keep in mind when you're adapting to a new routine is to set realistic expectations for yourself. If you start your diet and exercise with the belief that you're going to see significant progress in a couple of weeks, then you're only setting yourself up for disappointment and  possibly failure. By not expecting too much or constantly checking yourself for changes, you should have a much easier time believing that you're making progress.