Determination
One should be determined to gain weight. Let weight gain weight become the only thing you want from your life for some time. Set your goal. Set your final target of weight to be achieved. Better to set a target of minimum required weight for the height. But I prefer the people who are more determined to set the target to be the maximum. I am 5 feet 7 inch and the ideal weight for me is between 60 kg and 65 kg. ( 132.27lbs and 143.3 lbs ). I kept the target of 65 kg.
Don't set the time
Never set a time to to reach the target weight. Just make the target weight to be one of your greatest achievement. An achievement which no matter what time you will have to put into but when achieved will make you proud. Just go on doing the necessary things checking your weight gain daily or weekly whatever you feel comfortable with. Setting time might bring your morale down if you slip in your schedule or your body is not able to perform nicely during some time of the schedule.
Workout
Join a gym. Start a healthy workout. Avoid cardio exercise except it is for a warm up purpose. Divide your workout for all the body parts so that in week you work on 1 body part at least twice. Increase your protein intake and hence the energy levels. Bananas and egg whites are the best things. Eat something at least half an hour before driving to gym. Never do workout empty stomach. You will see a sudden rise in your appetite as your body has to do extra work for a day.
More energy loss will result in more energy required. Indirectly you need to refuel your body with more food. More food means more weight gain naturally.
Break the Breakfast
This is one area where a lot of people can do well. Generally morning breakfast should be heavier than any other meal you consume throughout the day. This is the time to get your body going for the days work and the digestive system is all ready to start its functionality. Feed the stomach with as much food possible during the breakfast. I am sure in skinny people one extra meal will definitely get introduced. To increase the breakfast food consumption, workout in the morning will help a lot. Remember not to eat immediately not at least half an hour after workout.
Inspiration
Check your weight on regular basis. There surely is going to be gain in weight. Whatever weight you gain during the day or week, let it be an inspiration. Let This inspiration will drive you towards your next day or next week's weight gain regime. Inspiration combined with determination can do magic to gain weight naturally.
Tip: I wrote what worked for me. Maybe if you have any known conditions it would be best to consult a doctor.