Help?!

I'm having the worse time in the world losing weight. I've been waking up almost every morning to go to the gym, eating semi healthy as in have up fast food, drinking only water. I'm 20 years old, 5'2 and weigh 168. I have not lost a pound from the time I started a month ago. It's very discouraging. My SO has been super supportive but I never feel sexy for him or good enough. I just feel so disgusting all the time, it has gotten me so depressed all the time. Does anyone have any advice????