Hi
I agree don't give up, this sounds very typical thing to happen on SW alot of threads cover this.
If you start the gym you may be making muscle and possibly eating more carbs ., The body needs time to adjust to this change. If you gym you may actually put on weight but lose inches on your body, this can happen regularly.
Have you measured your bod prior to starting ? have you bulked on carbs more over the past weeks. ??
I would suggest you look at your past diaries and see the time you lost the most excluding your first week and see what you were doing then, this could give you some idea to slight changed you are unaware you have brought into your plan.
Phil x