How old are you? Do you have any health conditions such as high blood pressure that losing weight may help with? Do you know your maintenance calories? The first portion of your training you can make good progress as long as you aren't starving yourself. I would personally eat a decent amount of calories, maybe 3000, and monitor your progress after 2 weeks or so and see how your body reacts if you do not know your maintenance. Just ensure you are staying active, consuming adequate protein and getting enough rest for the first few weeks and then reassess.