Do not do the thing youre most probably inclined to do and start tucking into rubbish food like mcdonalds and things. Maybe treat youre food as a diet like other people do (to lose weight) setting yourself a target number of calories and an amount of for example protein and things. Maybe even ask your doctor to refer you to a nutritionist so that you can check out your diet.
To put on a bit of weight try doing things like increasing to three meals a day and two healthy snacks. Something like dried fruit, nuts, things like that.
It is however possible that youre designed to be thin, and so long as youre not anorexic or bulimic then dont worry too much. If youre able to get on with things as you wish, it could just be the way you are!
Also remember muscle weighs a fair amount. Maybe try some (gentle!) weights and things if you like exercising.