There definitely are naturally skinny people, using myself as an example!
I'm 5'9" and 9.5 stone (not exactly a waif but still slim in most peoples eyes) and I can tell you 100% honestly that I have NO clue how I am not seriously overweight! I have the absolute worst diet of anyone I know, this might sound ridiculous, but I am pretty much addicted to junk food. As in, I do not eat anything else. I don't eat home cooking, I literally survive on McDonalds, Subway, KFC, kebabs, Dominos etc. And I work at TGI Friday's where I get 50% discount which means I pretty much eat there every single day. Also it's not that I eat this stuff, but only a small amount once/twice a day as I've seen some other people posting, I literally eat 3 full, large meals a day, and have a bad habit of eating until I'm so full I feel ill. And as for exercise? Non existent! The absolute most exercise I get is the walk to work, which is less than 3 minutes away, hardly a strain! I am aware that I am incredibly unhealthy and I need to sort out my diet before I am seriously ill, it's a cause of constant stress between me and my mum as she worries so much, but I'm 20 and have been eating like this since I was about 14, so I find it very hard to eat anything that isn't junk food. But I can definitely say that I most definitely must be naturally skinny, honestly I should weigh about 20 stone by now.