^ Wow this poster has quite gotten it down. Listen to him. Some people just have a skinny body type (see endomorph, mesomorph, ectomorph). Don't be too stressed about it. Assuming health conditions aside, here's what I have to say.
I'm relatively skinny too, well, moreso in the past. There's a lot of complicated tips, and here's two basic rules of thumb.
1) Make sure you're eating correctly. Eat a lot, but make sure it's still a balanced diet. Make sure you're getting enough calories and not skipping meals. Do this at the very least.
2) Try to be relatively active. You don't need to become a fitness freak, but maybe pick up a physical hobby. Go to the gym 1-2 times a week. Or play basketball, tennis, rock climbing, etc. Don't jump straight into it otherwise you'll scare yourself off, take it easy man.