Dieting: I just started to workout along with my new diet regimen...?

...and I count my calories. I am a female and weigh 195. My goal weight is 145, but I am getting there slowly and want to do things the right way. HOWEVER, I just started working out and I am really proud that I burn just under 400 calories a day...but I eat them back! Why does it make me so hungry? It's generally at nighttime as well..not even in the late hours..but about 3 hours before I have to go to bed. HELP!