That's not even near true. Many people are completely oblivious about their weight. Though I highly doubt you will do anything but hurting them by telling them that they're fat.
Seriously, the idea that I could have just not realised I'm fat baffles me.
Clip from white chicks about that (opposite of a fat person thinking they are not, but similar principal I guess): http://www.youtube.com/watch?v=6Gy4xMgArmk (dressing room scene -- possibly NSFW)