The Most Important Thing
Perhaps the most important thing when it comes to weight gain is consistency. Without consistency, you'll find yourself frustrated after weeks or months of hard work and no results.
For example, if you need to eat 3500 kcal a day to gain weight and only eat that amount for 4 out of the 7 days in a week and in the other days you eat 2500 kcal, you won't have enough of a weekly calorie surplus to gain any weight. You must consistenly eat 3500 calories to gain weight. This is especially true if you are going for gradual weight gain. One missed day of eating the correct calories can offset what you have done for the past week.
One way to force yourself to stay consistent is to track your calories. If you can see exactly how many calories you have ate in a day, you can know if you need to eat more or you can find out exactly why you haven't reached your daily goal of the number of calories to eat.
If you aren't making progress, the first thing you should ask yourself is if you're being consistent enough. Any plan to gain weight will fail in the long run if you aren't consistent enough. This is why you can see the same people in the gym for long periods of time making no progress. They are just going through the motions every once and a while but they aren't being consistent enough. For instance, if you were trying to lose weight, you wouldn't stick to your diet four days a week and binge the other three days. You'll make no progress. Same thing if you want to gain weight. You must make it a part of your everyday life and take no days off.
If you are completely sure that you are being consistent and you aren't making the progress that you want, all you have to do is change a variable like calories. Just slowly add more calories until you notice the weight on the scale is going up.
Also you need to be consistent in your workout routine. Don't bounce around routines every couple of weeks and don't experiement with things while in the gym every time you go. This is especially true when doing cardio. If you are only lifting weights and you decide to randomly add in cardio, you may not see the results you want. If you do want to add cardio for a certain reason, just make sure you track and it keep it consistent until you can tell what effect it has on your body.
The point of this article is simple: consistency. Do this and you'll reach all your weight gain goals.