Measure your sporting progress by looking at your body
This is the first, and main, indicator that will really demonstrate that you are making progress. If you exercise regularly, even without changing your diet, your body will inevitably change shape.
Of course it all depends on what kind of exercise you do and the intensity of that exercise, but your muscles will become stronger and your percentage of body fat will decrease. Result: a more athletic silhouette, something that will be obvious when you look in the mirror or put on your normal clothes.
However, you should forget about scales which present a distorted view of reality. Muscle takes up less room in the body than fat so it's possible that you could still be the same weight although you may appear (visually, anyway) to be thinner.