Help losing weight!

So I've been trying to lose weight for about 6 months now....I started out just going to the gym about 4-5 times a week and nothing was really happening and now I do Bootcamp 3 days a week plus I've started doing other High intensity classes and I can't seem to get any of the weight to budge....I know a lot of it is eating healthy and I do try my hardest but sometimes if I tell myself no more chocolate I instantly crave it..anyone have any advice on what I could do to get rid of it? It's at a point now I get anxiety trying to walk into the gym alone because I'm that uncomfortable with myself and feel like I'm being judged.