In order to lose weight, your body must burn more calories than it takes in, but keep in mind that your body needs calories for energy and when you exercise, your body needs even more calories. Before I talk about energy, the first thing you must understand is that losing weight and losing fat is not the same thing. Just because you lose weight, does not mean you lose fat, and just because you lose fat, does not mean you lose weight. When people talk about losing weight, what they really want to do is lose the excess fat on their body and obtain an attractive figure.