I was certified personal trainer in college. And tried my hand at bodybuilding for 3 years. It's tough work , and most people will find it hard to live that kind of lifestyle if you have anything else that you really enjoy spending time on.
Now if you are just wanting to put on some pounds...here is where you need to specify , and the problem that we have in our society these day..that you would like to gain "lean mass". not to "Gain weight" or "lose weight". Eating the right foods that will take care of your bodies needs while weight training is the key. I was eating close to 10,000 calories a day at 205 lbs. with 6% bodyfat (I'm 5ft 8inch. by the way which is good size). But still is a little lean. And my body reached it's plateu where without serious supplements or outside sources (Bad) couldn't support more growth naturally. Everyone is different.
Go to a gym , meet with a trainer , get a plan. Where am I now , physically, what is my current training level , etc . etc . etc. but then start to identify goals...small ones. Because you will see them happen and be able to identify them , and it will help with your motivation to keep at it.
As far as going to failure at each set...well if you are doing what is called " volumetric training" then probably , yes..But there are more training principles than I could give you in a 50 page reply to your question. The real trick is , and something that I stressed to everyone that I ever worked with , weight training is good , and you WILL see the benifits of it no matter what as long as you keep a few things in mind.
#1 Form is everything. Always focus on every move that you make while under load. Benifit is gained throughout every part of a loaded motion.
#2 Weight means nothing. Quit looking at the retard next to you with a ridiculous amount of weight on a bar, throwing it around with poor form. (most of these people you will see , do not have a balanced phisique anyway because they will focus on one or two things. Heavy Bench Presses , Heavy Squats , Or heavy deadlifts.) Every gym has these showoffs. Don't fall into their ways.
#3 Form is everything.
Good Luck!!!