Feel thinner but gain weight

How often are you weighing?
Weight loss isn't exactly linear on the scale. Scales see EVERYTHING, water weight, muscle, poo, all of it. You can weight 2 pounds more in the evening than you did in the morning. The measuring tape only sees what's on the surface.
If your clothes fit better, you're going the right way!

Sometimes you can gain muscle and lose fat, so the scale isn't the best measure for progress. If you want to be thorough, you can measure your waist, arms, legs, etc. and see how they react as your training progresses.

I know people who highly recommend taking a 'before' shot of you, since the changes you make will be slow and you won't notice it until you see your 'before' shot.