It's only been three weeks, so be patient, it takes longer for some people to lose weight than others. It seems like you're doing things right, make sure you're also getting the proteins and carbohydrates in there. Because of fad diets, most people think right away, "Carbs are bad!" But in actuallity, carbohydrates are necessary for energy. Just make sure you eat the right proportions of everything, and make sure your diet is actually balanced. (Like certain vitamins make certain minerals absorb better, etc.)
But yes, you will gain weight in muscle, which is a good thing. A few years ago, I weighed...very little, actually underweight, which was due to a lack of muscle mass, and had gained about 10 pounds in a year after doing exercises to increase strength, but was still about the same measurement around.
I'm not a doctor, so I can't tell you if there's any defficiency or anything, but it seems as if you're doing things right but are just expecting certain results immediately. But, like I said, I'm not a doctor.