Try adding things like butter, mayonaise, and peanut butter to what you already eat. If you like milk, use whole milk to get some extra calories. Nuts are also a really healthy, high protein snack and have a denser calorie content. Rather than trying to force yourself to eat MORE foods, try and find a few high calorie supplements.
A banana has around 100 calories, so does the glass of milk. And both are very healthy during pregnancy