I want to gain weight as I am underweight by birth

I understand your problem. I suggest you to read this article (How to gain weight naturally at home) and follow the tips provided there. You will definitely get results within 4-6 months. However, the duration of achieving results may vary from body to body.

There are some home remedies which can help you to gain more weight.

1. Make protein-filled juices at home
Chocolate, Banana, and Walnut Shake: Make a shake by mixing one banana, one spoon of chocolate, one tablespoon of walnuts in milk. Drinking this shake regularly will increase your weight.
Vanilla Berry Shake: Make a shake by mixing half a cup of fresh yogurt, berries pulp, ice, one cup of vanilla to gain weight. Drink this shake whenever you feel hungry in the morning or day.

2. Include milk in the way of weight gain
Milk is very helpful in strengthening the muscles of the body. It is considered a good source of protein, carbs, and fat. It is also found in vitamins and minerals. Drink at least two glasses of milk throughout the day. When you exercise a second glass with a meal, you can drink after it.

3. Include rice in the way of increasing weight
Eat rice if you want to gain weight. Rice is considered the best source of calories. However, consuming too much rice can also be harmful. Therefore, you can consume a balanced amount of rice, which will help in increasing your weight.

4. Dry fruits
You can add dry fruits to your breakfast every morning to increase weight. It can take time to see the effect, but it can be the most effective way of weighing.

5. Potatoes and starch
Excess calories are also found in potatoes and other starchy substances. For which you can eat barley, maize, potato, sweet potato, beans, and beans. It adds carbs and calories to help increase body weight, which also increases muscle glycogen stores.

6. Salmon and Oily Fish
Like red meat, salmon and oily fish are also sources of protein and fat. Additionally, they also build new muscles.

7. Dark Chocolate
You can also consume chocolate to gain weight. For this, you can include dark chocolate in your diet with the advice of a dietician.

8. .Cottage cheese
Cheese or cheese is considered the easiest option for weight gain. The high amount of cheese gives the body the proper amount of protein.

9 .Avocado
Avocados contain fatty acids and calories. Eating a large avocado gives you plenty of calories and fat, which help you gain weight. Besides, it contains vitamins, mineral salts as well as beneficial plant compounds.

My sister in law's son was found less weight according to his age. My sister in law and her husband planned to send him to US for higher studies. On discussion her brother and myself took him to a doctor at Chennai who is a best friend of us more than 15 years. Doctor checked him well and on seeing his reports are fine, prescribed some vitamin tablets and told nothing to worry about his weight as it is his own structure and heredity.

My advise is to consult a doctor familiar to your father or mother or close relative. Put your request regarding gaining weight. He will guide you properly as he knows your family background.

By the general standards and figures we see , hear and read, you are underweight for your age and height. But if you do not feel any fatigue or difficulty physically or mentally in your daily activities and do not fall sick too often and frequently, then you need not worry about this.
As you say you were underweight on birth, the trend may be there in your life for some years. But by and by you may be becoming normal in due course over years in further stages in life. In case your parents are also not fatty you will follow the same heredity factors.
If you still feel worried, you may discuss it with the doctor whom you generally consult or any other qualified and experienced doctor.
However there are some general tips people follow to gain weights.
1. You may eat the Big sized Banana fruit- Kerala Nendran Pazham. You can take it raw or by steam cooking it or by boiling cooking it adding Jaggery.
2. You may add more protein in your foods-like Chana, various other types of food Dals(pulses) green and dried.
3. You may eat more sweets than usual.
4. You may eat foods with more carbohydrates and also add oils and fats. Cow ghee can beaded to your food(but not deep fried)
Caution:. Start these in small quantities and review for any adverse issues like indigestion, gas, acidity etc. In case any unpleasant feeling occurs discontinue that item or reduce the quantity. However it is suggested that you discuss with a doctor about these, to eliminate any issues that may be contra to these.
Do not expect miracles. It may take some time. Meanwhile continue with your normal activities, be happy and keep healthy social life with friends and family.

You have indicated your weight being 39 kg at this moment and this weight would certainly improve with the progression of your age if you don't have the digestion issue or are anaemic in nature. Hence don't remain under stress and take plenty of sleep for at least for eight hours in night.
I am enlisting some valuable tips and if incorporated seriously from your end, you may notice visible results within a couple of weeks. Some of the points are listed below -
1) Eat more calories than your body can burn - Such a practice will help you in gaining weight since the fats will accumulate all over body parts apart from your muscle building.
2) Include Protien rich diet - In your diet, you may include cooked fish and mutton and are to be taken on regular basis. Prefer taking it in the lunch since our metabolism works in the peak level in the noontime. Include whey protein and eggs in the night.
3) You must indulge in weight lifting exercise since by doing so the excess calories consumed will bulk up into the muscle rather than the abdomen or other parts if an individual performs regular lifting exercise.
4) Consume Energy Rich Foods - Ensure that you are consuming energy densed foods such as Almonds, Walnuts, dried fruits including Raisins, Dark Chocolate, Full Fat Milk, Cheese, Milk etc in your regular intake.
5) Drink Milk - Include Milk in your food programme on regular basis. A glass of warm milk containing 250 ml at least in one serving should be taken twice preferably in the morning prior to half an hour of breakfast and half an hour after your dinner.
6) Take enough sleep in the night for a minimum period of eight hours so that your body hormones functions at a peak level. Similarly indulgence with the yoga for an hour daily would provide you mental strength and energy.
7) Avoid Smoking - Smoking is detrimental to your health since it can ruin the respiratory system and later traverses its way to an overall loss of weight affecting the healthy body functioning.
8) Use Creatinine- It is a muscle building supplement known as creatinine mono hydrate which if included on regular basis as a supplement, it would add up the muscles mass.
9) Don't over look the minor gesture helping you to gain weight - Some small things like adding cream on your coffee, indulgence with fruit - juice, eating ice - cream or some other deserts would help you in gaining weight.
10) Include Rice and Red Meat in your Lunch - This combination if used three or four times in a week would help you in gaining your weight since this is the fine blend of Carbohydrate ( due to Rice) and Protien ( due to Meat) helping you to put some additional weight effortlessly.

These days many people are feeling the problem of excess weight. People try various alternatives to reduce their weight. But very few people have the problem of less weight. You can try the following for gaining weight. But before starting you please consider contacting a doctor as some health problem may be causing this. The doctor may be able to help you to understand the reasons well and suggest some remedies.

1.Eat items which will give you more healthy calories. You can add nut or seed toppings, cheese, etc. to your diet. Almonds, sunflower seeds, fruit are also good.
2. Take foods that are having more nutrients. Nutritious carbohydrates will help you.
3.Snacks that containing proteins and healthy carbohydrates are good. Items containing good fats like nuts and avocados to be eaten.
If you're poor in your appetite, you may not be able to eat large amounts of food one or two times. Then start taking fewer amounts more times during the day time.

Some likes to become slim and some wanted to be a fat. It is all depend on age. Your perception might change when you cross thirty five years or so and to become slim again.

For your current situation, eat Potatoes, yam, other fat vegetable food items. All sort of Wheat food items also would help you to become fat. Sweet items too. Rasagolla, Peda and on.

If you are looking for quick fat then it is little harmful for sure. However, you can have to have fat food, like, pizza, burger, cheese or butter items often. Also, Ice cream would help you to increase the weight or become fat.

Make sure your health part and balance of intake when you consume these stated fat foods. It is because of little risky from these (unsuitable) food items for few people. So, you have to analyze or experiment these foods to suit for a certain duration.