My daughter's weight was classified as "underweight" (actually she has never touched one of the lines of the growing curve) since the 1st month. The doctor (including Kwong Wah, Health Centre & privat doctor) advised me to feed her solid food as early as 4.5 months. She ate a lot, but still underweight.
I think "weight" is one of a perameter to judge if the baby eats enought or not. If everything goes well, I think underweight is not a big issue.