Protein-containing foods are very satisfying and your body will signal a feeling of hunger until the protein stores are filled. If you don't eat protein, you are most likely consuming an unnecessary amount of calories.
Proteins have a thermal effect. This means that heat is generated during digestion. For example, digesting protein consumes more energy than digesting carbohydrates or fat.
So if you want to lose weight, make sure you eat a protein-rich diet. The best thing, of course, is to exercise in addition.