To gain weight your caloric intake needs to be more than what you are burning in a day. the average person will burn about 1500-2000 calories a day just by following a normal routine, whatever that may be. Since your thin like me, your probably closer to the 2000 mark due to high metabolism.
You mentioned also participating in a sport. Depending on how strenuous that sport is, how long you play, how fast your heart rate is going, etc, you're probably burning another 500-2000. It depends on what that sport is
So you should be eating around 2500-4000 calories a day. Again, make sure it is the right kind of food. Don't binge on pizza and burgers to get to your calorie goal. Eat lean proteins like chicken breast, turkey breast, steak, fish. Snack on nuts and seeds. Cut out drinking soda as most of the calories come from sugar and won't help you with your gains. Same goes for sweets, those are the wrong type of calories. Substitute them with fruit instead. Veggies of course are great for the fiber.
Every couple of days, treat yourself to a "cheat day" where you eat your favorite food regardless of what kind of calories they are. I'm sure your BMI is as low as mine, fatty foods like pizza, burgers, etc should be ok on these days, just don't eat them everyday. Maybe one or two meals a week tops.
If you notice that you're not gaining anything, then increase your calorie intake by 300 calories a day or so. A healthy increase in weight is about 2-4 pounds a week when starting out. The weight you gain will slow down as you start reaching your goal weight.
As an example, when Michael Phelps is training for swimming, he has to eat upwards of 10,000 calories a day because he is burning so much of it in his workouts, which are extremely intense. Your workouts probably aren't as intense as a professional athlete so just start out by eating 2500-3000 calories a day and see how that affects your body weight.
If you're having trouble getting 3000 calories in a day, try a weight gainer. Weight gainers are not meal replacers, they are more of a snack replacer.
My schedule looks like this:
Breakfast - 9AM - 500 calories
Snack - 11am - weight gainer, nuts, fruit -400 calories
Lunch - 1PM - 700 calories
Snack - 3PM - weight gainer, nuts, fruit -400 calories
Dinner - 6PM - 700 calories
Snack (post workout) - weight gainer, 300 calories
As I mentioned earlier, my weight gaining has plateued, I'm not gaining anymore weight. So somewhere in my schedule I have to figure out how to add 300-500 more calories.
The important thing is to make sure you have a goal weight. As you start approaching that goal weight your caloric intake should slow down until you've reached the weight you want to keep. Make your goals attainable. Maybe you weigh 100, set your first goal to be 110. Once you hit 110, set a new goal, of whatever weight. Once you reach your end goal, set another new goal, maybe to increase your stamina. Adjust your diet accordingly. Just make sure your goals aren't outrageous so that you don't lose motivation, make them easy goals, hit the goal and set another easy goal. Just remember marathon runners don't start training by trying to run the full marathon.