This is an interesting question.
Like a lot of people I thought I felt thinner quite quickly(and of course in reality I was), but couldn't see any difference when looking in the mirror. That is why taking regular photographs is so important, as is taking regular measurements of yourself.
I think it really started to make a difference for me when a life-long friend walked past me without recognising me.
Sorry, I digress. In terms of clothes sizes. for the first 4-5 weeks, my clothes went from tight to baggy. Then, the shrinking really took off and I was dropping a trouser size every month.
Good luck