I am slim too and have gained 16lbs so far. It was the same in my first pregnancy. I lost it all within 2 weeks of delivery and expect to do the same this time. I think it is mostly water retention rather than fat, because I still look slim.
I would definitely try to watch what you eat. It's much easier to gain weight the second half of pregnancy! I gained 10 pounds the first half and 30ish the second half.. Now I weigh a whopping 200lb and am pregnant with #2. Never been this big I'm my life.. Its no fun! It's much easier to eat healthy while pregnant than have to try to lose weight with a new baby.
Well you should always be trying to eat healthy while pregnant, you should only increase your calorie allowance by 200-300 a day in the 2nd and 3rd trimesters. So literally that's a small snack extra, lol! I know it's hard to not eat whatever but gaining more and eating a lot of junk increases your risk of gestational diabetes. Try to get nutritious snacks and eat those when you're hungry.