First, let me say -- as you read this post -- if this isn't your story -- if there are things you totally can't relate to, that is a good thing.
I am giving specifics here, because sometimes it is easier for people to know what is wrong, what they don't agree with, what isn't true than what is. Use the voices you hear in your head that tell you your truths and write them down if you can. I think it is helpful for you to think about what reasons you tell yourself you aren't thin.
Well, I didn't know it at the time -- at the time I weighed 254 lbs I thought I wasn't thin because I had a slow metabolism. I thought, it's no fair, I watch what I eat -- I exercise, and yet -- for some mysterious reason I am not thin. I would eat exactly what my thin friends would eat -- and they'd stay thin and I'd stay heavy. I would get a caesar salad, without croutons, and dressing on the side. I'd leave the butter off my bread -- but I was making so many decadent choices every day, I was really just keeping myself from gaining more and more weight more rapidly. The more I weighed, the more energy it took to walk a few blocks. It is like pushing a rock up hill, only the rock keeps getting heavier and heavier, and the hill just keeps growing. Eventually you realize you are never going to get to the top of the hill, so you try to make peace with yourself.
Ultimately, I wasn't thin because I was eating more calories than I was burning over the course of a week, and at my best I was maintaining the weight and at my worst when I was making the least good choices, I was gaining weight.
But why I wasn't thin, was directly connected to what I was eating / drinking, and what I was doing.
I was spending several hours every evening either hanging out with friends drinking cocktails and beer, or sitting at home doing the same watching T.V.
My farthest daily walk was about three blocks -- from the parking space to the restaurant where I'd get lunch and from my house to the bar / liquor store. Pretty much every where I went was by car, and so reading magazine articles that instructed me to park further away really didn't help me estimate how long a long walk is. If you are walking a few blocks, that isn't a long walk. It's not that parking further away from the store is a bad idea -- but if you are wondering why you aren't thin, and you feel like you do everything you read in magazines and books and none of it works, then I think you may be helped by this truth. If you are walking less than a mile, you aren't walking very far.