The ideal is to gain just a couple of pounds (1kg) a month (any more is unlikely to stick), for which you will need to eat about 400 extra calories a day. Nutritious, calorie-dense foods are best, especially those containing healthy fats, such as nuts, seeds, avocados and their oils. For example, just adding 2 tbsp of flaxseed oil to cereal, yoghurt, a smoothie or vegetables notches up 240 calories.
The trick to gaining weight healthily is to add in a little more food here and there, rather than stuffing yourself with empty calories in a bid for extra bulk. At breakfast time, help yourself to an extra spoonful of cereal or slice of toast; drizzle a little more olive oil on your salad at lunch; and have a second helping of rice at supper. A few desserts a week are fine, but avoid eating a mass of sugar and white flour daily. Do not count calories obsessively; instead, choose substantial, healthy meals, keeping the creamy, fried and sugary options to a minimum.
In terms of exercise which is still important even for thinner people, the best way to gain weight is to concentrate on weight training, as opposed to cardiovascular exercise.
Another thing to consider is that you are approaching the point where middle-aged-spread might naturally occur. Of course this may not happen to you now (or ever), but beware of it anyway � hence the import of some moderate exercise.