Not just that! After you exercise your body stores more glycogen (a form of sugar molecule that is easy to break apart so is good for quick energy - this is the same molecule that is stored by the liver and released when you have a sudden low blood sugar, but it's also stored in your muscles to be readily used, like trail mix!). Basically it thinks to itself, hey, if we needed all that energy just then, we might be needing something similar in the near future! Thing is that glycogen is 3 parts water to one part glucose, so glycogen molecules are heavy!
Other thing is that when you exercise, especially if you're a bit sore the next day, that means there's some swelling/inflammation in your muscles as they try to adapt to what you are asking of them (literally, the muscle cells are broken down and rebuilt as more "fit", so it's like a mini-healing process that happens). And that can also mean a little extra water and other stuff being retained around the muscles. TOTALLY normal to see weight go up immediately after a workout.
Working out doesn't burn fat directly off your body, what it does is to burn through those glycogen stores in your muscles first. So if you hadn't gone for a workout, normally your body would turn to those glycogen stores to fuel normal metabolic stuff (digestion, breathing, etc.) and would never touch your fat stores. Thing is that if that glycogen has already been used up to give you energy to exercise with, then that evening (say) when your metabolic needs come looking for energy, THEY are the ones that have to dip into your fat stores. So working out doesn't make you lose weight immediately the next day, and often actually makes the scales go up temporarily. But do it regularly enough and your metabolism will be burning off fat stores often enough that those fat stores will decrease!