Do I need to healthily gain weight?

I already know I'm underweight, but I've been underweight all my life and never had any problems with fainting/dizziness, etc. I weigh 80-87 pounds and am 5'4" (might be 5'5"). I'm 14 years old and am often put in high-stress environments due to the type of school I go to (finals this week, yay!). This may seem like an awkward add-on, but I heard I won't get my period if I'm underweight and I haven't had my first one yet, so could my weight be the cause? I'm a vegan, but I do get all the necessary vitamins and minerals. I take a multi-vitamin serving every morning and 2 tablespoons of flaxseed oil for Omega-3s. (We ran out this week, so I haven't had any for 4 days, but we'll be getting it very soon). The question is: do I need to gain weight and if so, how would I do it in the best way possible?