What you want is to gain muscle. Why? Because muscle burns calories and weight resistance exercises make your bones strong. This is important not only to look and feel better now but to help you live a healthier life as you age.
Forget protein diets as weight/muscle builders, your body can only use so much and the rest overworks your liver and kidneys before it flushes out the excess. A balanced diet with carbohydrates and calories set to fuel your activity level is the best plan. Choose healthy eating habits that will stay with you the rest of your life.
Work your heart and lungs with aerobic exercise several times a week for at least an hour. Lift moderate weights using the best form and controlled movement with emphasis on the negative portion of the lift and proper breathing technique. Do compound lifting exercises that utilize many muscle groups and build up poundages as you improve for strength building. Look into Pylometric type training for strength and speed. Try not to build only T-shirt muscles (biceps/triceps). Work the biggest muscle groups the hardest for the best overall size and strength gains, these are in order: legs, back, chest, shoulders. Those groups will get you the most results rather than wasting time in the gym doing endless arm curls.
Bicep and tricep and calves should be considered small muscle groups and should be worked only after the bigger muscle groups have been exercised. Keep the sets for smaller groups down to two or three, work them to exhaustion with quality sets of short duration.
Do squats or leg presses, power cleans (like a clean and jerk except pressing the weight overhead rather than trowing it up), back rowing, lat pulls, bench pressing, lateral delts, shoulder presses, curls, and press-downs.
You'll see results in a couple months!