Sounds to me like your Somatotype is that of an Ectomorph, tall, lean with long limbs, unlikely to gain weight easily. If that is the case, then it will be extremely difficult to bulk up, without chemical assistance!
You can try extra protein, preferably with a higher Carb content than regular Protein supplements, that may help as well as increasing your calories. You will need considerably more calories if you are intending to do regular weights routines and may need to double your daily calorific intake.
If you've never done weights before, you need to allow your body to become accustomed to them, start with manageable weights 2-3 sets of 8-12 reps for a general routine, you may then like to try working individual muscle groups with Pyramiding, where you are increasing the weight but reducing the reps to build muscle.
I've made it sound simple, but it is quite complex and what may work for others may not work for you.