Swimming (like any exercise, some more than others) burns some calories, but that doesn't mean you can't swim without losing weight. Some people automatically eat a little more when they're burning more calories. If you're "naturally thin" (meaning your habits keep you thin without much conscious effort), that might not apply to you. I suggest that you watch your weight as you start swimming, and if it's going down, consciously add some calories to your diet to make up the difference. If you want to gain weight, I suggest mixing yourself a protein shake every day. That will help you put on some weight, and because you're doing a full-body workout by swimming, it'll probably come on in a flattering way, too.