The one problem I have with food is that, once you eat it, it's gone.

This can be a real dilemma if you're trying to gain weight. The following are some tips that have been suggested to me over the years (or that I discovered for myself) that are helpful to a skinny guy trying to pack on a few solid pounds.
  • Eat high-glycemic carbs. These are foods like regular pasta, white rice, and potatoes. Foods like this don't fill you up for very long, so you'll be ready to eat again sooner, and they have a big impact on your insulin levels. Put simply, insulin release helps you gain weight.
  • Eat nuts and put oil on your foods. The fat is mostly unsaturated while the calories are high. While cooking with oil and using it as a dressing on salads are both good ways to work oil into your diet, you can also pour the stuff right into a protein shake. You generally won't taste it... and so what if you do? Do you want to gain weight or not?
  • Add peanut butter and bananas to your shakes. Not only are both high in calories, they also cut the chalky, moldy taste that so many protein powders have. If nothing else, they'll make your supplements a lot more pleasant to take.
  • Use rice milk. Whether on your cereal, in your shake, or as a replacement for regular milk, the high carb content of rice milk helps a lot. It's also easier to digest for many of us.
  • Don't cut out egg yolks. Besides being full of protein, vitamins, and good cholesterol, the yolk is rich in calories. If you're trying to gain weight, don't skimp.
Bear in mind that any successful weight-gaining diet is bound to put a few pounds of fat on you as well. Add portions of food to your diet slowly and try to eat as cleanly as possible. Eat frequent meals so that your blood sugar doesn't dip, and train hard. Most of what you put on will be muscle.