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.
Body dymorphia is a very real phenomenon, although it's commonly seen the other way around. As a formerly fat person, I have to say that I'd go long periods where I'd be willfully oblivious to my weight. The occasional hurtful comment and/or painfully bad photograph really did jar me into action.
Body image isn't always accurate. Surely you have heard of anorexia?
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)