Being underweight in a third world country usually means being poorly nourished and/or infected with parasites. In developed countries, the underweight person is more likely to have a higher metabolism, fewer fat cells, "lean genes" or just not care about food.
A major psychological cause of being underweight is depression. Depressed individuals often have reduced appetite and rapid weight loss.
Eating is the first and most important factor that is needed for proper weight gain – put simply, you need to eat more calories than you burn. Taking meals and snacks more frequently will help accomplish this. Eat every 2.5 to 3 hours; focus on foods higher in protein along with fruit, vegetables and assorted types of nuts. What you eat is the most important ingredient in a successful weight gain program.
Coconut oil consumption may encourage weight gain if you are underweight, but it can also encourage weight loss in obesity, possibly due to an increase in metabolic rate.
Working with weights three times per week may be the most productive way to gain weight. Weight training provides the greatest amount of muscle growth for the energy expended without the risk of burning up all those extra calories you are consuming. Aerobic type exercises will just burn off those extra calories without much weight gain. Without any exercise, gained weight will tend to be fat – not muscle.
You should lift hard and then recover until the next workout. Focus on the big exercises such as squats, deadlifts, bent-over rows, chin-ups, bench press and military press. These are the exercises that will turn those extra calories into muscle. You need the multiple-joint lifts that will shock your system and stimulate your body into growth. Focus on getting strong by adding a small amount of weight each workout. If you focus on strength, size will follow. If uncertain what to do, get help from a professional trainer, friend or someone at the gym with experience.