I need exercise help..?!

Lucky you!
It's a good thing you are naturally thin.
I would suggest some cardio, not too lose weight, just some because it is really good for you!
but weight training definately.
squats, lunges, leg presses, bench presses, pretty much all of the weight machines at a gym.

don't worry about getting "bulky" it isn't easy at all for women to become muscular.

and do some cardio to keep the fat off so your muscles look lean and toned!

it's also good to try to eat right to give you energy for your workouts.

-lean protein (look it up if your not sure exactly what it is), low-fat dairy, almonds, veggies, fruit, etc.

also, get good amounts of sleep.

I hope this helps! :)

internet/ personal experience.