Eat healthy if you are trying to eat more to make you gain weight. Too much fatty stuff can make your cholesterol go higher as you get older (you're young now, but wait 10 or 20 years and then you'll start to worry about it). Eat too much sugar and then you gotta worry about diabetes. Well, okay not really, but if it runs in your family you might.
Really, though, I'd have your doctor check your thyroid levels. You might have a thyroid problem. Or you might have a really high metabolism. See a doctor. There might be many reasons. Type I diabetics lose weight I think instead of gaining, so maybe you are diabetic type I? That's the children's diabeties, but it can have a later onset, during the teen years. Diabetes can be checked by having the doctor check your blood sugar levels. Diabetes type I is usually diagnosed after people (usually kids or teenagers) start losing weight and having increased thirst and get lethargic from high sugar levels (their pancreas slowly stops making insulin).
People lose weight for so many reasons, and they generally aren't good, but you might be like my brotherinlaw who just has a high metabolism. My sister complains sometimes that he's eating their family out of house and home. HE will seriously eat 2 hamburgers, 2 or 3 hotdogs, a whole bag of potato chips, potato salad, cole slaw, and then ask what is for dessert. Doctors found nothing wrong with him. He's about 5'6" and weighs 120. Now he tries to eat more healthy, stuff like fruit and vegetables, leaner meats like chicken and fish, beans and rice and stuff that fills him up. And yes, it does cost more. Before when he couldn't afford to eat healthy, it was a bag of potato chips.
I can't say I wish I had your problem with not gaining weight. I have the opposite problem where it won't come off.
I found this one, thought it might be of use....
Have your thyroid levels checked..you could be hyperthyroid.
Have you been to a doctor to discuss this?
What do you eat on a typical day?