I've stuck to the plan and gained in the first week before, but I did go on to lose quite a bit of weight.
I put it down to the volume of food I ate in preparation for dieting (you know, "I'm starting a diet on Wednesday, so I'm going to eat ALL of the food I won't be able to eat for a year in the next 5 days!") even though I'd been 'good' all week, the weight comes on from the previous week.
Generally though, most people do have a loss in their first week, so try not to worry and analyse a gain if it happens. x