Lighten up people. She came here for advice --- not a butt chewing.
We have rehabed many VERY thin horses. While I do not ride very thin horses, I certainly work on basic manners and ground schooling. [I said ground schooling -- not exercises.] I think it is totally counter-productive to not handle these horses until they are fat. You will create a monster that is 10X more difficult to handle and manner. When left alone until they are fat, I have seen many that were so difficult that they got a one-way trip to the sale barn. Handling them thin is a much better option.
Things like moving over and backing up (yielding to pressure), and picking up and trimming feet (never saw a neglected horse that did not need feet worked on immediately). These thin horses need to know how to yield to pressure, stand tied quietly, be groomed, etc.
I will start ground driving one as soon as its spine is not protruding and its teeth have been done, but long before the ribs and hips are covered up. I do not work one hard, but I want to see that it has good manners for saddleing and bridling, 'follows its nose' and obeys basic signals. I want to see that it gives to the bit by bending right and left and dropping its nose. I want to know very early on what I am going to need to work on. Soon after, I will start doing very light riding for the same reasons. I have just seen too many horses that became monsters when people let them get fat before they established good boundaries and good manners. This also lets me assess soundness issues that a horse might have.
All this being said, I never longe or round-pen one. They need manners and not exercise.
Next, thin horses do NOT need exercise to 'build' muscle back. They need high quality protein. If they do not show signs of previous founder in their feet or any other signs of insulin resistance or other metabolic problems, they need extra calories. Good, green grass this time of year will put a lot of weight on one without problems if they do not have pre-existing metabolic issues.
If good green grass is not available or a horse cannot tolerate a lot of it, then the horse should be gradually worked up to 1 to 1 1/2 pounds of soybean meal per day, preferable in 2 or 3 feedings. I do not like to feed more more than 1/2 pound at a feeding. This is in addition to the amount of grain or concentrate that the horse can tolerate well.
Since all neglected thin horses have Vitamin deficiencies and terrible hair coats (often with lice, rain rot and scruffy dry skin) a good Vitamin / mineral supplement with high levels of Vitamin A is also a must.
And -- even though your 'welcome' wasn't pretty wonderful, WELCOME to the Horse Forum. There are a lot of very helpful and knowledgeable people here. You can learn a lot here. Cherie