I've been working out for a month and have not lost any weight.?

I got a personal trainer, go 4-5 times a week and switch up treadmill, lunges, hipthigh machine, free weights, blaster, hamstrings, and more. I look smaller and everyone is telling me that I look slimmer but the scale won't budge. I'm drinking whey protein shakes about twice a day, don't eat anything fried, stick to chicken mostly, no sodas, and make sure I eat my carbs in the daytime BUT THE SCALE WON'T MOVE AHHHHHHHHHHHH! I know I could be stricter with my diet but still, I should have at least lost something. I'll be 30 next month does this have something to do with it?