Water (both in what you drink, and what's naturally in foods)
Dieting or not, everyone needs a mix of those nutrients, ideally from foods. A good general rule is to use MyPlate, which makes it easy to envision just how much of each food type to include in your meal.
Fill half your plate with fruits and vegetables. Split the other half between whole grains and lean protein. Stick to your calorie “budget,” because when you're working on losing weight, you need to burn more calories than you eat or drink.
Exactly how many calories you should get per day depends on your goal, your age, your sex, and how active you are. A dietitian can help you figure that out. Don't cut your calories too much, or your diet is going to be hard to stick with and may not give you the nutrients your body needs.
Choose nonfat or 1% milk instead of 2% or whole milk.
Pick lean meat instead of fatty meat.
Select breads and cereals that are made with whole grains and are not prepared with a lot of fat.
You don't have to completely avoid all foods that have fat, cholesterol, or sodium. It's your average over a few days, not in a single food or even a single meal, that's important.
If you eat a high-calorie food or meal, balance your intake by choosing low-calorie foods the rest of the day or the next day.
Check the food labels on packaged foods to help you budget fat, cholesterol, and sodium over several days.
That's just the start of what you might want to know about nutrition for weight loss. Keep learning as much as you can, including the following terms.