Well, first of all, welcome to 3FC!
It's great that you've decided to take this step, and hopefully you'll find all the support you need here on the forums.
So now, to the main points of your post. Let me preface all this by saying: I am not a doctor, a nurse, a nutritionist, or any kind of medical professional. I've only been doing the whole weight loss/healthy eating thing for about five months, but I have been successful so far, and I do have some advice for you.
First of all: You mentioned that you don't eat breakfast. Eating breakfast is a very important thing in terms of losing weight, because it helps kickstart your metabolism. No one's saying that you have to eat a five-course meal, but even a bowl of cereal with some skim milk and fruit would be better than just coffee or mocha.
Nothing wrong with Subway sandwiches, especially if you pile on the vegetables and try to avoid the cheese and bacon (which I'm guessing wouldn't be a problem for you since you're a vegetarian.) Do you eat them every day? You might try switching up your lunches every so often, to keep your body from becoming used to the things you usually eat.
Fast food is a killer when it comes to losing weight. If you eat a lot of it..well, that very well could sabotage your efforts when it comes to weight loss. And eating just a sandwich for dinner might not be enough. It seems strange, but sometimes not eating enough can cause weight loss to stall or reverse. Personally, I find that when I don't eat enough, my body's *really* reluctant to give up any fat! *L*
In terms of what you should eat to lose weight "right away"...unfortunately, there's nothing you really can do to guarantee you'll start losing right away. Of course, you can do things that will *help* in terms of succeeding right away (eating right, exercising more) but expecting to start losing straight off may only set you up for disappointment.
Good luck! Just make some small changes, and expect small changes in return. Don't give up if it doesn't happen right away (remember, Rome wasn't built in a day!) and remember that if you keep at it, you WILL see results.