I am a slim guy going to gym, what is better protein supplements or natural protein sources?

They're all natural: Hydrolyzed protein supplements are just that. If you're considering paying extra for one that's been spiked with some herbs or vitamins or whatever, stick with the cheaper one. I'm very glad you're hitting the weights. Creatine and perhaps an electronic muscle stimulator (if okay with your physician) will help you get more muscle mass.