Firstly, go check out Tilted health and fitness, as I'm sure there's more info there than you could possibly read about what to eat. Secondly, don't just be a lazy ass and eat McDonalds three meals a day to put on weight- that's bad weight. That's "clog your arteries and give you colon cancer when you're 30" weight.
Start going to the gym and working out. Eat lots of protein, lots of veggies, drink lots of water. Give your body healthy food and make sure you're exercising, that way your body will have all the right ingredients inside it in order to be healthy. Then, if you want to gain weight, start lifting. Women *love* a buff man, and you don't want to be a skinny guy with a beer gut- that's not pretty. Part of the trick of gaining weight is keeping yourself healthy while doing it- that way when you gain weight it's healthy muscle weight instead of icky fat (heart attack = bad). good luck

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Sage knows our mythic history, King Arthur's and Sir Caradoc's
She answers hard acrostics, has a pretty taste for paradox
She quotes in elegiacs all the crimes of Heliogabalus
In conics she can floor peculiarities parabolous
-C'hi