Is my weight an issue?

He need to mind his own business, don't let anyone tell you to lose or gain any weight.

He might be one of those guys who just into skinny woman anyways.

But most men like something on a woman

It's possible he is just looking after your health. Maybe he went through being overweight himself, or had a family member who struggled with it.

I often try to get my friends and coworkers to stop smoking and eating fast foods/soda. Having healthier people in your life is never a bad thing, and it's good for those people as well.

If you are comfortable with your weight, tell him to stop mentioning it to you. After a certain point it becomes rude to tell someone else how to live their life. A friendly suggestion, or sharing something you are doing for yourself that is having positive effects is okay in my opinion though.

It depends in the context, but I think that is very rude. Unless he is 100% concerned about your health, he should not ask you to lose weight just because he "likes" small women. That's rude.