I do smoke, and I belong to a gym, so I do exercise and I am trying to lose weight. What are the effects of smoking and weight loss?

The only time it has any affect on weight loss is when you are a smoker and quit smoking. Only because a lot of times smokers will have a cigarette out of habit to do something with hands and mouth. Once you quit you don't want to turn to smoking so you eat instead! Therefore when a smoker quits they usually pout on some pounds.