EAT, but not only protein. Get in some complex carbs: brown rice, oatmeal, sweet potato. I also like to snack on nuts and raisins when I am not eating a meal.
I was the same way when I was young . . . 125 lbs til I was 25, didnt hit 135 til I was 28. I wasnt working out then, just a little guy. I am very happy now that I am at 165/semi-lean, 15% BF. I didnt use supps other than protein/creatine until I had a solid foundation (gained about 15 lbs) and about 2 yrs in training, and this was when I was 34.