There can be lot of reasons for being underweight like high BMR, not getting proper nutrition, not eating the right amount of food required to maintain normal healthy weight as per your height and age...some medical reason, but without consulting it's difficult to say.
Next Steps
Visit a dietitian for a detailed healthy balanced diet chart as per your body type.
Health Tips
Remember gaining weight is a little more difficult task than loosing weight and it takes more time, so keep your cool and follow the right step.