Losing weight is like picking a lock (a brand-new undertaking of
mine).  Conceptually, they're both VERY simple, but once you get down
to it, it's pretty tough.  A lock is circumvented by just setting one
pin at a time, torquing the plug to hold set pins in place.  Sounds
easy.  But when you get down with a torsion wrench and a pick, that
simplicity is miles away.

The same thing for losing weight.  Losing weight is a no-brainer: eat
healthy foods, and healthy portions.  Apply exercise as you see fit
(although I'm personally convinced the calorie burning is not worth
the hunger associated with higher activity; I exercise (when I do)
because it's fun and because it's a challenge of its own).

Easy to pick up, difficult to master.

The number one thing is just to make small goals, keep your nose to
the pavement, and concentrate on the here and now.  Don't think too
much about the future of your weight loss, and don't think too much
about the past (especially when you indulge a bit).