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To maximize your weight lifting workout and build muscle mass for weight gain, lift hard for a short, intense period of time and then take time to recover until the next workout. You should focus on what are considered "big exercises" such as squats, dead lifts, bent-over rows, chin-ups and bench press. These exercises focus on many muscle groups but they are also focusing on the muscles that are easiest to build up. You should also increase your strength by adding a small amount of weight each workout. If you focus on building strength steadily, size will follow. If you are uncertain what to do and how to do these exercises or employ this technique, you could get help from a professional trainer or someone at the gym with experience. Don't be afraid to ask for help!
The best book for novice weightlifters is Starting Strength by Mark Rippetoe. It details how to perform the squat, overhead press, bench press, deadlift, and power clean. In addition, it describes numerous other assistance exercises you can use (back extension, bent-over row, chin/pull-up, dip). Check it out on Amazon, it has received uniformly positive reviews. The 'big' exercises are essential for strength and size, and this book is essential for learning how to perform them properly to receive the most benefit from them.