How can I get in shape as a pretty thin person?

I'm quite skinny. Not unhealthily skinny, I weigh around 130 pounds, and I am 22 years old. I was wondering what I can do to get in shape and build more muscle. I don't gain weight easily or at all from what I eat, whether it be healthy food or not. I am kind of bony. I have a small body frame, I'm a Latino, and perhaps the ethnic characteristics have something to do with it. What kinds of things can I do to improve general bodily function and maybe put on some muscle/tone?