Strength training in the form of lifting weights is beneficial for you. It’s through resistant training (as opposed to cardiovascular training) that one tends to burn more calories because burning more calories is the name of the game.
Not to worry, you will not gain huge muscles and look like a man. You will gain strength, but simply put, women lack the needed testosterone levels to gain muscles as men tend to. Now if you are wondering, muscle and fat are two different things. Muscles cannot turn into fat and fat cannot turn into muscle. So, lift away ladies!