There are several reasons you can be experiencing nausea during or post work out. In my own experience, most of those are not directly related to the exercise itself. I'll start with what I think is the least likely culprit and work towards what is probably most likely.
- Pre-workout nutrition
More specifically, a lack of sleep can set you up to not perform well in any activity--not just exercise. I've found that intense exercise after a bad nights sleep can cause very severe headaches (see 'pain' below) during exercise. However, a milder symptom can be disorientation, and dizziness. Both of those sensations can give way to nausea.
There are two types of pain: pain as a result of injury, and the normal "pain" associated with exercise. I put the normal "pain" in quotes because during exercise it feels like a pump, and a couple days afterwards it's just soreness. Both of these are merely uncomfortable sensations that go away the more used to the exercise you get. The true pain associated with injury can be quite intense. Intense pain can cause nausea on its own.
The bigger concern is dehydration, but your body needs a healthy amount of water every day. The demands for water increase in dry climates, higher altitudes, and when you are exercising. Sickness can also increase the demand for hydration, but since the link to sickness and nausea is well understood I don't really need to talk about it here.
Bottom line is that insufficient water can cause cramps and other unsettling sensations. If you have a high sodium intake, water is even more important. Perhaps some potassium sources would also help stabilize the electrolyte needs for your body. But normally sedentary people tend to simply not have enough water.
I believe this is the most likely culprit. You mentioned that you are naturally thin, so you have a high metabolism. You also are increasing the demands of your body by exercising. This means your body needs lots and lots of Calories just make up for the demands. I have found that after intense training without sufficient food, I become so hungry I am nauseous. Every bite of food when I'm in that state helps settle my stomach.
It's not just the quantity of food. I've also found that certain foods that I eat before training can be a source of nausea by themselves. Protein drinks in water, sardines, or other high in fat foods can sometimes cause this nausea. I've found that I'm OK consuming a protein bar just before working out if I need some quick energy. Most carb sources are also pretty easy on my stomach. However, I do need about an hour after a proper meal before going to the gym. The body needs time to do the bulk of the digestion before you put high demands on it.
If you are training fasted (before you have your first meal of the day), you probably need to change that habit. Or potentially consume 10g of BCAAs before you exercise. BCAAs are Branched Chain Amino Acids, and your body does not need to process them to use them. That makes it easier on your stomach, and provides a little bit of energy to get through the training. Alternatively, a protein bar, or a meal an hour before training will make a big difference.
If you are training with food, take a look to see what you are eating. It could be that the type of food is causing the queasiness. It might be that you are training too soon after eating. Or it might simply be that you are not eating enough.