Ok so your in the same boat I was a while ago. I'm guessing from your post that you're a fairly big guy (not necessarily really fat, just a large build person).
First of all cut out alcohol, you will be surprised how much of a difference this can make! What's your height/weight? If you want to burn fat and build muscle at the same time it can be tricky because you still need to get enough food to build muscle without eating the wrong foods slowing down fat loss. What I would do personally is have a normal eating week whilst training, record everything you eat including any drinks including calories. Weigh yourself at the start and end of the week. As long as you stay the same or lose the. You know that is the maximum calorie count you should be looking at.
Then it's just lowering that by 200-300 calories a day while eating the right foods to gain muscle. The best way of doing this is by having a high protein diet (don't cut carbs out, just eat the right ones). For best results you should be eating protein within 30 minutes after working out. Good meals are chicken or tuna steak with either cous cous or brown rice/pasta. Get a good whey protein (a lot of people think they are a myth, however they are a great way of getting protein without getting the calories from food).
Eat 4-5 small meals a day. Again some think this is a myth but as you are trying to lose fat you don't want your body to get hungry as this is when you will suffer and make things harder.
You can do simple things to help as well. Don't put milk in your tea/coffe, don't use sugar use low calorie sweetener. Also a strong black coffee is good 15-20 minutes before your work out. Caffeine raises your heart rate and alertness, this will not only start your metabolism increasing but get you ready for your work out.
Also cut out fizzy drinks, they contain citric acid which actually makes you hungry. Even diet ones (this I would suggest for the first few weeks until your body is adjusted to your new diet) after that diet drinks are fine and most contain little to no calories.
Another simple thing to do is drink water, lots of it. After your meal drink a large glass of water, this will make you feel more full up.
One main thing to consider is to have protein in each meal, not just for building muscle but protein actually releases the chemical in your body to make you feel full quicker than any other food group.
Think of food in a new way. Food is no longer something that you crave because you like the taste. Food is now a fuel for your body, you have to give it what it needs. I find it easier thinking like this (most dieting is in your mind). When you are hungry think of what your body needs rather than what your taste buss want!
I am not a personal trainer or diatrition. However this has worked for me! Don't forget cardio when you work out, yes you burn fat when you do weights however the fitter your body is the better you will be at lifting weights as you will be able to get oxygen to your muscle.
If you smoke, keep smoking until you have lost the fat you want to lose it will make it easier (again not medical advice just from experience).
If you struggle with cardio like I did because I found it boring 2 good ways to get it are cycling to the gym and martial arts classes. Kickboxing is great for cardio!
Try and stick to a meal plan for the first couple of months. This will make sure you are only eating what you need until your mind and body adjusts to your new way of life.
I hope this helps.
Exile