Gain weight

If you want to gain muscle weight specifically I'd recommend no more than 250 extra calories a day with sufficiently high protein intake (1 gram per lb bodyweight per day is both typically recommended and fairly well-validated by science) and weight- or resistance train accordingly. It's virtually unheard-of for anyone not on performance enhancers to gain more than .5 lb of muscle per week during strength training.

If you just want to gain weight, then heck, just go for it. High-calorie foods and lots of them.