first to see your RE in advance regarding this. its very important that you see your doctor. for you i m guessing it could be PCOS however i am not a doctor and a good scan show what exactly is wrong with you.
yes loosing weight helps a lot. if your BMI is above 35 then i would say hurry in loosing it. because it cause alot of problem not only infertility but many many other issues. i would recommend you should see a doctor. sometimes it just not your weight it could be something serious. some women are born with heavy born its terribly hard for them to loose weight and conceive. so they always need some boost with medication either to help them with periods or conception in future :).
i am sure you will see any doctor soon and try to find out the real problem.
Do you still have a lot of weight to drop before being in a healthy BMI? Have the dr's ruled out any vitamin deficiencies or anything else that would stop a period? I know it's easy to get discouraged, but try to stay hopeful. There are a lot of options out there for people who have difficulty conceiving, so you never know what the future might bring.