I am 36 and up until this past year I never gained any weight,I have a major eating disorder,I can go for 48-72 hours without eating and have been "abusing myself" with that treatment for years.
Had the same problem of eating and having it go right through me.(reason is because my body isn't used to food I think)
I have been able to gain a few pounds this last year,I know it's because I am eating better (due to my b/f). My stress level has decreased,and last but not least I'm not on any meds anymore (although I need to be)
Here are a couple of suggestions:
Try eating a small breakfast each morning,it seems that if you get your body started on craving food then it continues.
Meat and Potatoes!!!!
Lots of small snacks during the day,even if it's just crackers or some cheese.
Try a weight gain shake,even if you only have one a day you will be putting alot of protein in your body.
Read your calories,you want more more more!! Salted peanut rolls for example have 500 calories. The more you eat the better you will feel.
I think that being depressed I thought of food as a pleasure,and would "punish" myself and not eat. That might not be what you are doing,but it sounds like it.
Don't worry about the world ending,it's already tomorrow in Australia!