I'm 14 under-weight and have not started my period yet :will

No this is not normal, I say your weight has to do with this issue. You need you seek a doctor. I used to be under weight and a doctor told me to drink a milk shake three times a day with every meal. Make sure you are eating healthy and not fast food. Fast food can actually cause weight loss, eating a good home cooked meal not frozen dinners will help. I say if you gain weight and take vitamins every day your period will come. But i am not a doctor but someone who had the same problem.