Being a Strength & Conditioning Coach, my answer is probably going to be on lines a little different from what you expected.
Gaining weight is the easiest part. You can gain weight by putting on lots of unhealthy fat. That not what you want.
You want to increase your body weight, by Increasing Muscle Mass and by Increasing Bone Density.
For this, here are some things for you to ponder about:
1. Lead an Active Lifestyle.
2. Decide on what your Fitness/Health Goals are…Design a Training Plan to attain these Goals. Keep to this Training Plan.
3. Eat Adequate Quantities of Nutritious Food. Eat Healthy Carbohydrates (Complex Carbohydrates), Eat Lots of Protein with Every Meal, Eat Healthy Fats (yes FATS… Dietary Fat is good, except the Trans Fat kind).
4. Ensure you get Adequate Rest. A Minimum of Eight Hours of Sleep Daily, is Essential. Allows your Body and your Mind to Recuperate and to get Rejuvenated.
5. Don’t let Stress Get to you. In today’s environment, no one can go about their lives without experiencing Stress. However, it’s entirely up to you, regarding how to you let Stress Affect you. Take it Easy. Stress, especially Chronic Stress (that stays with you ALWAYS), is NOT GOOD.
6. Take up things that are Enjoyable and Give you Pleasure. If this is Going to the Movies, do that. If it is Taking Part in any Sport, do that. If it is Music/Singing, do that. If it is Going out to Eat, do that. If it is Taking a Vacation, please do so. Do this, Without the Need to Feel Guilty.
If you look into all the above aspects, you are bound to Gain Body Weight, in a Healthy and Quick manner, that will serve you well throughout your life.
Any Supplement (Natural or Manufactured) is only that. They need to be used as a Supplement, in addition to your Regular Food…not as a Replacement. I would try to eat Healthy Home Made food, keeping the above points in mind and Still if you have a Need for More Nutrition, only then, to look for Supplements of any kind.
No amount of Supplementation is going to help you Gain Healthy Weight if you don’t look at all the aspects as discussed above.
Hope this helps!