Yes i agree for anyone that is a young teen that wants to gain some weight then maybe just give it time you may just fill out more naturally.
But for the OP if your not a young teen and you feel you want to put on some weight then just be sure to do it the healthy way! If you already eat lots of healthy foods like fresh fruit and veg,lean meats,whole grains and nuts.Then perhaps just increase your portion size at meal times an additional 10 to 15 percent more.Stop eating anything labeled low fat or non fat,for example for milk drink the 2% or even the whole milk.For yogurts eat the whole milk, "FAGE" greek yogurt with fruit,its the best! Snack on healthy nuts like almonds,pistachios.Add avocados to your salads or sandwiches.There high in "good healthy fats".Eat more pasta and bread,just try to eat the whole grain variety.Protein shakes are also good and healthy as a pre or post workout snack.And you can make them however you like theres literally endless recipes to try.
And i dont knoe your exercise routine or if you even have one but if you do do cardio alone then maybe you should switch to cardio and add in toning exercises and maybe even some light weight training to build a bit of muscle.It wont make you thick and muscly but it will help you get more definition and curves.So say full body toning and weight training sessions 3 days a week,perhaps? Monday,Wednesday and Friday's.If you havent done toning or weight training in a while or ever start out with 20 to 30 minutes to start and get a beginners DVD.And 2 to 5 pound hand weights to start.Because you want to give your muscles a day to rest between for toning/weight training workouts.And increase the time and the pounds of the weights as it becomes easier.Theres a really great website that i love to get workout DVD's from.You can watch video clips before buying.
Exercise, Workout and Fitness videos & DVDs There is also a exercise and diet forum on there if that interests you,the pople there are really helpful.
And i just wanted to mention that i know people who are really thin can feel just as self conscious and unhappy about there weight as somebody who is overweight.So i understand.But the most important thing to remember for you and everyone else is the whole point is to be as healthy as we can be.We should focus on eating right and exercising right so we can hopefully live healthy,longer,happier lives.If were naturally thin then thats beautiful and if we are a bit thicker then thats beautiful too.Lets just not starve our self to be thin or give up on ourself and overeat and not exercise.
I hope of helped you a little,very best of luck!