Don't purposefully gain weight! It's a lot harder to lose weight than it is to put it on. Do lunges, squats, go for runs (uphill if you're running outside; with resistance and incline if you're on an elliptical or treadmill), do wall sits, stuff like that to build muscle in your legs and thighs. You can do all of those with added weight like weighed down vests or by holding weights. Don't expect results overnight or even in a week or two. It takes time to build muscle and since you'll probably be checking the size of your thighs and legs every day, you most likely won't notice a big difference day to day.