I am going to take your question quite seriously because I too had the same problem for the first 30 years of my life. Even though I wasn't necessarily teased much, I was very self-conscious of being skinny all of my life.
At one point in my mid 20's I went to the bookstore to look for weight-gain books. You can imagine that 99 out of 100 were about losing weight. I bought the 1 which talked about eating all sorts of fatty foods several times a day. None of it worked as my metabolism just burned everything ate. I was also a very picky eater which didn't help matters much.
Finally when I was in my late 20's, someone was throwing away an old bench press with barbells and weights left outside of an apartment building. It even had a whole bunch of 20 year old weight lifting how-to books. I started reading all of the books and more importantly really learned how to lift heavy free weights and eat more protein and sleep more since my body exhausted from lifting. I was too self-conscious to go to a gym so lifting at home was the best option for me. I ate a lot of protein; meats, eggs, protein shakes, etc. My rule of thumb was to eat my weight (but in grams) in protein daily, e.g. if I weighed 160lbs, I would eat 160 grams of protein per day.
Inside of about 2 years, I went from a very skinny 160 (I'm 6'4") to about a solid and strong 210.
I was very athletic growing up and even tried to lift weights in high school but never really knew the correct way to actually pack on muscle. I would always just do Nautilus machines but it never did anything for me. I just figured I was just doomed to be skinny all of my life.
I stopped lifting about 15 years ago but have maintained a good weight of about 215 which I'm fine with. I don't know how old you are but I wish I would have discovered this in my youth. Weight lifting is not unlike bass playing in that you have to have the proper equipment and commit to learning how to do it in order to get the results you want. My previous attempts at weight lifting were functional equivalent of playing 'Smoke on the Water' every single time I sat down to play the bass. No progress whatsoever.
So make it a priority this weekend to find and/or buy a used bench press with about 200 lbs of weight and dumbbells from 10 to 50 lbs. Then learn about heavy weight training online After you get all of that I can help you with the specific workout routines I did that helped me gain muscle weight.
. Lots of girls love skinny dudes. And I'm pretty sure I weighed about the same at that age.
