Interesting. If this topic hadn't popped up I would have asked it myself soon...
I have the same difficulty as the OP. I can't gain any weight no matter what. I also can't seem to lose it (not that I've tried, but I've noticed); it's kind of a low-maintenance thing.
I'm pretty tall, even for a boy. Apparently my height-weight ratio is almost dangerously under, but since I don't have any difficulties nor any eating disorders, my doctor hasn't really bothered to give any advice about that.
I've heard that fat will gain in the proper places on estrogen (which I'm not on quite yet), but considering I have so little of it to begin with, I have trouble envisioning that. My metabolism is super-high (friends have called it 'bad fuel mileage' ^_^), and body fat % is some very, very small number. I don't know exactly.
I guess I'm just looking for a bit of reassurance that something will indeed happen...