Welcome to 3FC. I know there are lots of women here who can give you support - and kick in the pants when you need it!
I have two thoughts based on what you wrote:
The first is that you CANNOT compare yourself to anyone else. It doesn't matter what progress your friend, your sister, your coach, whoever makes. Each of our bodies handles weight, exercise, and diet differently. The fundamental principles are the same for everyone, but the devil is in the details, as the saying goes. What works for me might not work exactly the same for you or for anyone else. So right now, at the beginning of your weight loss journey, make a promise to yourself that you will NOT compare yourself to others.
Second: you said you've been exercising, but from what I gather you haven't changed your diet. It's hard to say for sure w/out knowing what you're doing and what you're eating, but I suspect you're beginnign to find out what many of us had to learn the hard way: you cannot exercise and eat anything you please and still expect to lose weight. The ONLY thing that will cause you to lose weight is eating fewer calories than you burn.
Most people who are new to it don't realize this, but 30 minutes of moderate exercise only burns a few hundred calories (for example, I did 30 minutes of HARD cardio today and only burned about 350 calories). If you're eating 3500 calories a day (which is easy to do when you're used to it and not eating healthy foods) and only burning an additional 300 to 400 calories a day from exercise, you're not going to lose weight. In fact, you could continue to gain.
In order for you to begin to make progress you're going to have to figure out what you're eating - and think about how to modify what you eat so that you consume fewer calories.
It takes diet and exercise to lose weight.
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I'm going into a depression;
