Webster666 saidMuscle weighs more than fat.
So, if you want to gain weight, you should concentrate on working out and gaining muscle.
I don't think that your body type will ever gain much of any fat.
It IS a good idea, for anyone to eat numerous small meals, per day, rather than stuffing yourself at only 2 or 3 meals.
I disagree because he's 125 lbs at 5'10". He can't workout as hard as you just for shear fact his muscles do not hold much energy. I've trained clients like him before. It's all nutrition... If they push themselves too hard in the gym they just get lightheaded and vomit, which is a loss of calories. Avoid.
Yes workout, but keep it moderate-high intensity and with FEW SETS (like just do 1 set) and IF you do cardio, don't do more than 15-20 min at a moderate intensity. Space out your workouts so you are only lifting maybe once a week and otherwise not living a sedentary lifestyle. Don't workout everyday because it only increases the amount you need to eat to gain weight.
Agree with guy above me that he has to be in a caloric surplus.
I am guessing that you don't get hungry and then you watch what you eat. If you want to gain weight, you need to have an eating schedule (ie don't skip meals, start overeating). Number of meals a day helps with keeping your stomach constantly emptying. You're not going to feel hungry and your body will want to say stop eating.
Cheap ways of gaining weight without supplements include purchasing beans and rice (a bag of each is quite a few meals), oats (cheap), a pound of peanuts and/or sunflower seeds are also high in calories and cheap. Go for high calorie foods and don't shy away from pizza. Avoid alcohol because it has no nutrients, and your body needs to make something out of nothing. Yes salads are considered "healthy" but they will not make you gain weight so you should not fill up on "healthy" stuff but just have some of that and focus on high calorie foods (starchy vegetables like potatoes peas and corn and nuts/seeds). You don't have to overeat everytime as your body needs time to adapt to a higher level of calories...just do it often.
If you can cook, cook everything on a weekend and portion out throughout the week so that you don't skip meals. Find a pattern that you can stick with. If you have to add an eating pattern to your life, do it in small steps such as with every meal, grab a few handfuls of nuts in addition to what you are already eating. Consider drinking chocolate milk with every meal (and/or snack) for extra calories.