1. Eat Everything in Sight. If you tell someone that you're having trouble gaining weight, they immediately tell you to start eating everything you see regardless of how healthy it is. Hamburgers, cupcakes, pizza, candy bars and coke are all OK because they are all high in calories. Eating everything in sight will cause weight gain but probably not the kind you're looking for. To gain healthy weight, you need to eat healthy food, not junk.
2. Number of Repetitions. Are you doing low repetitions with high weight in hopes of bulking up? If so, you can stop. The low rep, high weight vs. high rep, low weight doesn't make a difference in the size of your muscles. Low reps with high weight will give you muscular strength while the opposite will build on your muscular endurance. As long as you are pushing each set to failure, your muscles will be overloaded and they will get stronger and grow.
3. No Pain, No Gain. A lot of muscle magazines lead you to believe that you need to train till it hurts. If you keep pushing yourself and pushing yourself like the people in those magazines, eventually you'll get just as big as them, right?. Wrong. The people in those magazines (at least the ones that aren't taking any illegal substances) have the genetics to support all that muscle. If you are eating enough and working out 3-5 times per week, you should start to see the muscle pack on. Remember that muscle doesn't grow overnight and comparing you (a beginner) to someone who has been lifting weights their entire life isn't realistic.
4. Too Much Protein. Protein is a bodybuilders favorite nutrient. Although protein is the building block of all body's tissue (including muscle), eating more protein won't necessarily lead to more muscle. Your body only needs a certain amount of protein each day which increases with how much exercise you're doing. Recommendations over 300 grams per day (which is pushed by some muscle magazines) is way over the top. Since excess protein can't be stored in the body, if you eat too much, it will get converted to fat.
5. Low Fat Diets. Eating fat doesn't automatically make you fat. Some people stay away from foods that contain fat because they think that the only purpose of fat is to make you overweight. The only thing that causes fat to pile up on your body is an excessive calorie intake combined with a lack of exercise. It doesn't matter if you eat too many carbs, too much protein or a lot of fat, the effects will be the same. You can get body fat from too much protein and too many carbs. Your body needs some fat to properly function so don't limit yourself out of fear of getting fat from fat.