Just started doing Crossfit 3-4 times per week, with one day a week dedicated to a long, intense running session. After one week of it, and an actual modification toward a better diet, I have actually gained 5 lbs

My trainers say they see this all the time, and that it's the shock of my muscles sucking up all the water they can. But still, I feel super huge!
I have a HRM and burn around 350-400 calories per class, which lasts anywhere from 15-45 minutes. I eat around 1200 calories per day, and my trainer said to change my ratio up to 55/40/10 (protein, carbs, fat). Sooo difficult trying to get that much protein into my diet

For those of you who don't know what crossfit is (the non-competitive classes, that is!), it's basically a combo of high intensity interval training, weights, and circuit training. It's very challenging and really cuts all of your energy out. I actually pulled a muscle last week too, ugh.
I was just wondering if any of you have had success with fat loss using crossfit... And if so, did you "bloat up" the first week into it?