You don't need to eat Big Macs, chocolate & cake etc. to gain weight. As others have said, oaty / crunch bars can often be quite calorie dense without being so unhealthy. Full fat yogurt, milk & cereal, nuts, etc. are all good things to eat. But a "healthy" diet should be balanced - there's nothing wrong with eating foods that are considered bad for you as long as they're not the only thing you eat. Moderation is key.
So I need to listen to my friends and eat Big Macs?!?!
As long as it's not every day then yes. You need the calories, if after a month or two you feel like you are putting on too much weight then cut the calories. Make sure you weigh yourself every week, at the same time and day, to track progress.