Does Taking Supplements For Gaining Weight Cause Any Side Effects ?

Hello sir, Im 18 years old and living in Delhi. I have been underweight since childhood and so have been my mum, dad and grandparents. My hieght is good (5.11) but my BMI is only 11.5 when it should be 18-24. I have tried many things to gain weight. i have even gone to a gym regularly for 2 months but had to leav because i was started suffering from Vigorous muscular cramps. During my gyming i used to consume lots of protien like Banana shake, Eggs, chicken and dry-fruits still i didnt gain any weight in the 2 months. my trainer said that it was my metabolism that iv inhereted genetically. He told me the only solution is to have whey protien shakes. Im not sure about suppliments.. i belive in being natural but if thats the only solution, ill go for it. the big problem is my parents dnt think tat suppliments wud b a good idea as they have loads of side effects. I need some advice plz.