I'm underweight as well, and I hate it... Lol.
I am about 5'10", and my weight is from about 126 to 130. It fluctuates.
People always tell me how lucky I am, but I just don't like it. I'm turning 22 in a few months and i'm so weak, I can't lift anything. Men are supposed to be at least somewhat strong, and i'm not at all. My limbs are soooo thin too, it makes me self-conscious to wear short sleeves.
Mostly I eat 3 times a day. Some days I eat more meals, some days I eat less. If i'm busy or late for school or something, i'll accidentally skip a meal, which isn't good I know. Currently for exercise I go for 30 minute walks every other day. I do this just to get my heart pumping, and I don't jog because I don't want to lose weight. I've been planning to start working out soon though, to gain some muscle. Right now i'm learning how to cook and prepare the meals i'm supposed to have, healthier, protein-filled, etc.
I probably could eat more than I do, but I also have a fast metabolism. So yeah, you're not the only one who's underweight. Don't fret.