As far as weight gain on the pill goes... its more or less expected! If you didnt know this already, the contraceptive pill 'fools' your body into thinking you are pregnent, hence your ovulation stops, hence u cant get pregnant, hence its success as a contraceptive! Unfortunately with the oestrogen u pump into your body while taking the pill comes with it the side effects.. often weight gain, your body is behaving as it would if you were actually pregenant... eating more because ur body thinks its feeding two, and gaining weight as a result of increased eating and perhaps the fact that u dont really need to be eating more (its not being used up!) also, as insulation for the 'baby'. Some women also get the emotional aspect of it too.. very tempermental, easily upset etc... But of course not every woman gets these symptoms even if she is genuinely pregnant, it is down to the individual.
Each pill type is slightly different in its hormone content and each individual's reaction to each type of pill is different. Unless ur medical conditions prevents you, there is nothing stopping you trying out an alternative pill which may not have the 'weight-gain' effect you are experiencing right now.
As far as the excercise/water etc goes, that can only be agood thing!
Stopping the pill for a month is an idea, to see if it is actually the pill which is causing your weight gain. But obviously you need to be using alternative contraception during that break! In addition you'll need to make sure you start again at the right time, the first day of your next period in order to be properly protected against pregnancy. I also personally think taking a month or so break from the pill after 3-6 months of continuous use is a good idea anyway..
The best advice is.. ask your doctor.. thats what they are there for, and they should be providing all advice you need if they are prepared to hand over a pill to you!
Goodluck!
