If you are a really skinny guy and you want to gain weight to improve your self esteem and get more respect from your peers, then you don't need to get huge. You just need to be a decent weight. Or if you are fat and want to lose weight for the same reasons, you also don't need to use protein shakes/supplements. But what you need to do to gain that mass is lift heavy, eat healthy and rest well.
The key to gaining a good amount of muscle (I'm not talking bodybuilder levels, just enough to look good) is to not worry about gaining mass. I recommend a 5x5 routine for beginners, e.g. stronglifts or starting strength. I used a variation of it myself when I got serious about lifting. Just google it. The key is to pick a program and stick to it, and try to add more weight to your lifts every week. So for example, if the first week you are pressing 110 lbs for 5setsx5reps, then the next week, you should try 115 lbs. If you move up to 115 lbs but find you can't finish all the sets/reps, stay with that weight until you can, then add more.
Other important things: keep a log. take it with you whenever you work out so you can keep track of sets, reps, weights and rest times. You need to time your rests. If you decide you're going to take 2 mins between sets on a particular lift, you need to stick to that.
get enough sleep. and eat only healthy food.
We can give you more specific advice if you can tell us clearly what your current stats are and what your goals are. So...height, current weight and body fat, desired weight and body fat, desired lifts, desired times for running, etc.
Right now it seems like you are not very clear about what you want, and it seems like you are trying to do too much.