How did they make Captain America so tiny and skinny in the first half?

Lola VFX worked on the body transformation of Chris Evans.

From the article How to make a Captain America wimp

Lola had three primary approaches to shrinking the 220 pound Evans to the 140 pound guy he needed to be, while maintaining Evans’ performance as closely as possible.

1. Body double / actor doubling for the entire body. The body double was English Shakespearean trained stage actor Leander Deeny (who even dieted for the role).

2. Digital head replacement / face projection – similar to the technique Lola used in The Social Network, where the actor is filmed with multiple cameras and this digital file is object tracked onto a body double’s (Deeny) body. This was only used in about 5% of Lola’s shots.

   

   

3. Shrink and scale the actor in the principal photography (no greenscreen) – a 2D scale of the actor Chris Evans. This was used in the majority – about 85% of Lola’s effects shots.

   

   

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It's all CGI. Chris Evans is large in life. Watch the film in HD ... you can see it looks smeared (don't know how to describe it). There is no other way to make Evans look small. He is not going to lose weight before or after the main portions of the role are shot to have them do it differently.