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Background/Objectives: This qualitative study investigated the perspectives and lived experiences of individuals with obesity, with a specific focus on psychological needs, beliefs, attitudes, and experiences related to psychological support. The study aimed to identify perceived barriers and facilitators to adherence in weight management and to examine participants' views on digital psychological interventions designed to promote mental health and well-being. These findings represent the preliminary phase of a broader research project aimed at developing and implementing personalized digital psychological interventions to enhance engagement, treatment effectiveness, and equity of care in obesity management. Methods: Five focus groups were conducted with a purposive sample of 35 patients (48.6% female) diagnosed with obesity and enrolled in a four-week multidisciplinary weight-reduction program at the IRCCS Istituto Auxologico Italiano, San Giuseppe Hospital, Piancavallo (VB), Italy. Sessions were audio-recorded, supplemented with field notes, transcribed verbatim, and analyzed using reflexive thematic analysis to identify recurrent patterns of meaning across participants' narratives. Results: Six overarching themes were identified: (1) obesity as an embodied and pervasive experience; (2) the interplay between emotions, weight stigma, and identity construction; (3) family and social relationships as both supportive and ambivalent; (4) personal agency and self-regulation processes in weight management; (5) access to healthcare services and experiences with healthcare professionals; and (6) the perceived role of psychological support within multidisciplinary care. Participants described obesity as a complex, multidimensional condition encompassing physical, emotional, relational, and contextual challenges that directly influence treatment engagement and adherence. Conclusions: Psychological support emerged as a central component of comprehensive obesity care. Findings underscore the need for personalized, flexible, and digitally supported psychological interventions to enhance long-term adherence, acceptability, and overall well-being.