New & putting on weight?

When gaining weight you'll add a little fat. The goal is to make it about half muscle. My advice is a good progressive loading strength training program, 1 gram of protein per pound of LBM, .35 grams of fat per pound of weight, and a very small surplus. The rest of your calories can come from carbs. Women can't put on muscle as quickly as men, so generally people recommend 1/2 lb gain per week. Personally I've only bulked once but I preferred a slower approach. I just slowly increased calories until I was creeping up in weight. Keep in mind the first 3-4 weeks are useless for getting an accurate weight gain idea because you'll immediately put on 2-3 lbs of water weight from the increased calories/carbs.

Here's a good group for you to get started and find other women gaining weight:

http://community.myfitnesspal.com/en/group/16930-women-who-bulk