I'm just like you...can't gain weight. I'm 5'5" and weigh 100 lbs even. I'm 28, have had a baby, and am still the same size I was in HS. I eat alot but still can't top 100. Have you had your thyroid checked? An overactive thyroid can speed up your metabolism..
Healthy fats, and strength training type exercises are really good way to gain weight. There are lots of people out there who have trouble gaining weight. Just don't go the overeating/junk food eating route. It tends to not work and makes you unhealthy in other ways. The same thing happened with many of the women in my family and now they are trying to lose a ton of weight. I think I have learned from their mistakes, but yeah, it is not all that easy. If you're very underweight, that's probably not a good thing, but I don't think anyone has a specific number of what weight you have to be, just do what you can to be healthier.