I had a similar problem, last year I started bromocriptine and I gained 44lbs in two months and I'm still trying to work it off. My doctor told me that for people with high prolactin you need to work out at least 3 times as much as people with normal levels. My levels are still very high( I went off the bromocriptine, but I am going to try again). my doctor has said that eventually the meds will even things out but you have to listen to your body and make sure.
Ask your doctor if weight gain is a common side deffect, if so, how long does the side effect last? And is it worth it to stay on this medication, or should you try a new one.
I know for me in order to lose weight I can't exercise too strenously, steady even walking for longer amounts of time can be better becasuse our metabolism is not the same. going for a run for an hour is not as helpful as walking for two hours. Our bodies fires are a little slower to burn fuel.
I also try to stay away from meat and dairy, the hormones in meat and dairy products can make your imbalance worse, especially when you've just started medication and your body is in flux trying to normalize. Try not to eat too much soy either as it can also mess with your hormones.
And don't try to mame chamges all at once, your body and your mind need time to adjust to each change, going slow means maintaining your new healthy life.
I hope some of this is helpful.