Steroids definitely aren't the answer. If you think there's a deficiency then blood work is where you should start.

There's plenty of threads with your exact situation, you're a skinny guy struggling to gain weight, I was too (still pretty skinny, 160) but I can gain weight easily now but to start out I had to eat myself sick daily until eating 3.5k calories was a breeze (I got fat of course).

I'd suggest starting out just forcing yourself to eat more, use 'myfitnesspal' to track what you eat and force yourself to eat more until you gain weight. If you're struggling to get the calories in a mass gainer can help, make your own with protein and maltodextrin or whey/oats/milk/peanut butter, things like that. Add a scoop of peanut butter to each meal, a glass of milk instead of whatever else you're drinking.

Little tricks to fit in more calories.