Should I be concerned about my BMI?

Your doctor's assessment is what you should go by - and keep in mind that BMI is a kind of catch-all and is a good estimate but should not be used as if it were a perfect measurement for everyone. It's not.

Contact your doctor and ask to be referred to a licensed nutritionist. Explain what you've said here - that you're worried about future osteoporosis and want to gain a little weight healthfully.

When you go to the nutritionist, you'll likely talk about calcium. It may also be a good idea to speak with this person about types of cooking that would be better than others. If, say, Chinese cooking is suggested to you, maybe a class would be helpful (and fun!).

You need to eat food rich in calcium.

Obviously…. You have to take care of your BMI
You can take all natural peanut butter, almonds, cashews & other nuts
Fruits, especially fruit juice & dried fruit
Whole grains, pastas, rice & high calorie breakfast cereals
Potatoes, yams
Dips & spreads
Beans & other legumes
Avocado
Dairy such as whole milk, cheese, yogurt
Oily fish such as salmon, tuna or fish oil supplements
Red meats
Cooked vegetables/meats/etc in olive oil
Good Luck