I would say start doing squats (and maybe some deadlifts), but after 30, if your knees and body have no history of heavy lifting then I would give it a miss, or at least you could try light enough weights.. If you are in your low 30's you can still put on a bit of muscle. Your late 20's were a better time to start thinking about bulking up, as these are prime muscle/size building years.
1. Eat, but eat well otherwise you'll just be an obese **** like half the universe. Eat often but small, avoiding all the finer things in life such as curries, fish n chips, chinese, pasties, full english's etc. etc.
2. Drink lots of water, for numerous reasons. Water flushes toxins out of the system, hydrates you, and provides natural energy. Why people don't drink more water, and feel as if coffee is a necessity is beyond me.
3. One does not even have to join a gym to get in shape and 'bulk up'. Around the home there are plenty of ways to get into shape and build muscle. (a) Your bed can be a wonderful place to start (YES SEX IS ONE OF THE BEST WORKOUTS THERE IS, albeit not going to bulk you up, just burn plenty of fat). Put your feet on the bed, assume a pressup position with your hands on the floor and do as many as you can. Alternately if that is too hard, place your hands on the bed, and feet on the floor and try that. Eventually you can progress accordingly, use the walls by putting ur feet higher and higher up the wall, and the door etc.
(b) as above, you can use a dresser or kitchen counter to do pressups and reverse dips. Put ur hands on the counter/dresser and face away dropping down as far as you can and push yourself up, working your triceps and chest.
(c) You can bulk up your legs in no time at all by doing wall squats. This is where you basically lean up with your back to the wall, squat down till your knees are at a 90deg angle and simply hold it there. Hold your body in the squat position against the wall for as long as you can, a few times a week and you will get your legs beefed up in no time.
(d) Lunges-buy yourself two dumbells, say 20lbs, or use two equally heavy household items, holding one in each hand, and then simply lunge forward on one leg. When you have lunged as far as you can, push your body back up to a standing position and repeat going forward with the other leg. You can advance this, by 'lunging' across a room or outside in the garden one large step at a time.
(e) Ever seen Rocky? You'll get the idea.
(f) You have to work your core to stabilize, and strengthen the rest of your body, so again use your bed and put your feet up on it and do sit ups. Eventually you can use the wall (a la Rocky almost) and get more creative. As long as you find ways to keep your feet weighted down, you can do situps. There are plenty of other ways to work your core (the best being squats and deadlifts however).
4. Everything I have just told you and more, LOTS MORE, can be read in Mens Health, Men's Fitness, and many other fitness/bodybuilding mags. Sex, diet, and working out are easy topics to find help on within mens mags.
5. Start small, slow, light, and get your arse fucking moving mate!!!! In order to grow/'bulk up', fat must be put on and burned into muscle...the latter a.s.a.p following the other.
6. If you can join a gym just do it pal. There are gyms out there for peanuts these days (at least there are over here now), since everyone is competing with each other, and online/telly workout machines and gadgets. You can do as much or as little as you like, paying no attention to all the gym rat roid twats in there. Go at your own pace and set your own goals and say fuck everyone else. If you have money to burn get a personal trainer, if not fuck it and just secretly watch how others use machines, then use ligther weights as to avoid bollocking yourself and tearing muscles. Ask for help if you need to, most people in gyms respect the fact you are there in the first place and are usually willing to offer advice.
Good luck mate. Have to say, you should have started a lot earlier if you are skinny, because it would be a lot easier to get fitter and leaner if you have a frame underneath your fat. If you don't have the genes/frame, it may just be a lost cause in the end, and you might just want to aim for a healthier lifestyle and body and not 'bulking up'.