What are some problems with being underweight?

im 15, male, i weigh around 120- 125 pounds. i found it that im underweight. im in pretty good physical shape, i can run fast, i can do more push ups, pull ups, crunches, etc than almost everyone i know. my first question is what are mostly issues with being underweight, seems better than being overweight, (i eat pretty healthy and eats almost no junkfood). also how would you gain weight in muscle.