Underweight help..

There is another thread (under most helpful posts at the top of this forum) called are you a hard gainer,which has a similar list. (My phone app won't let me copy links)
I am the same when it comes to eating big meals and feeling full quickly. I've been able to gain weight (at last!) by adding snacks of high calorie foods from the above links. You can also drink your calories. On days when I have trouble eating enough protein I use an unflavoured whey protein powder which you can mix with full fat milk and add things like nut butters and banana for extra calories.
Make sure you weigh and log everything accurately- I found I just hadn't been eating as much as I thought. And log any exercise you do and make sure you eat back the calories.
I started doing a simple body weight programme at home- it doesn't need to be too time consuming and have now progressed to a lifting programme which I also do at home. Check out the links at the top of the forum for suggestions - there's one called which is the best lifting programme for you which has some good beginners programmes.

And this

http://community.myfitnesspal.com/en/discussion/10332083/which-lifting-program-is-the-best-for-you/p1

Sometimes it's not just about what you eat but when you eat it. When I wanted to add extra calories I did it by adding snacks mid morning and/or mid afternoon, like a Quest bar. Then added a before bedtime snack of cereal n milk. All fairly small but each can add 200 calories at a time your stomach is fairly empty.

My family has skinny genes too. My brother was so underweight he couldn't get health insurance even though he ate like a horse. A year ago I was about 20lbs underweight and my doctor asked if I had anorexia. I never have, and have never had body image issues. However, I hated looking so skinny because I used to have an athlete's body.

My doctor told me to gain weight, and the only thing that helped was using MyFitnessPal to track calories. I didn't realize how little I was eating. My body had gone into starvation mode and was eating away all my fat and had started on the muscle. Once I had a calorie goal for the day, the weight started to gradually add up. I managed to gain around 13 or 14 pounds in a few months. That's without weight lifting. The only exercise I did was a lot of walking, but my job requires it.

The hardest part was dealing with extreme hunger when the weight started coming back. I found myself unable to go for more than two hours without needing a meal, and I would wake up starving. It honestly was a nightmare for me because I have a nervous stomach too, and eating a lot of food made me anxious. I was always afraid I might vomit (I have a vomiting phobia), and I don't like eating when I'm stressed out. It was a viscous cycle. However, I just forced myself to deal with it and drank a lot of protein shakes/smoothies to add calories when I had trouble with solid food. I could eat upwards of 3,000 calories/day during that gaining phase and still feel hungry.

You have to eat high calorie stuff. Drink whole milk, try to eat more meat, lots of peanut butter, and don't try to eat healthy. Just eat to get calories in you. I found adding Muscle Milk powder to a cup of milk was a quick way to get 500 calories. I resorted to fast food often, and my wallet took a hit (if you can cook at home it would be better).

Anyway, I still need to gain more weight, but my hunger has stabilized a lot more now that I've got back most of the fat I lost. I'm dealing with hypoglycemic feelings if I let hunger linger without eating at regular 4 hour intervals, but that's an improvement over the 2 hours it used to be. Today I'm really stressed over work stuff, so though I'm hungry, I'm having a hard time eating. It sucks. Somehow I think it's easier to lose weight than to gain or maintain. At least for me it would be.

Before I started logging food I though I ate a lot, I did not even get close.
If your not I'd start.