How to lose weight...

So basically my doctor had said I'm fat and need to lose weight. I have gained 26 pounds since my pregnancy. Now I'm 6 weeks pregnant and he wants me to lose weight. He said drink lots of water, no greasy, salty, spicy, Mexican, Chinese, pizza, the list goes on.... Only eat vegetables and fruits. I'm a big girl and I've tried just eating the vegetables and fruits and all I do is get major headaches and I'm still hungry. Any ideas on how I can lose weight and eat something healthy but won't make me feel like I still need to eat??