There wasn't enough room in the title for me to finish, so the question actually ends in "without being involved in a sport" like soccer,etc. I'm turning thirteen soon, I am 5'2, 125 pounds. I haven't been on an actual team since I was eight and I really want to get some muscle. Any recommendations for a tall preteen? I want to know what I'm doing when I exercise.

Running, weight lighting, Karate, TKD or other martial arts

There are plenty of exercises you can do! Walking and running are both great exercises as you can do them practically anywhere for a minimal cost. To get started, there is an app for smart phones called Couch 2 5k - it helps you build endurance to run a 5k (which is 3.12 miles). Other good exercises to add to this would be push ups, lunges, and squats. To ensure you're doing these types of exercises correctly, head to a reputable website (like Men's Health) for instructional videos: http://www.menshealth.com/fitness/goblet-squat

If you're thinking about weight lifting, be sure to educate yourself about what the different muscles are and which exercises work which muscles. It is important to have an experienced lifter assist to ensure you're doing the exercises properly. Exercises done incorrectly can cause serious harm.

Lastly, swimming is a fantastic way to build muscle in every part of the body. You could take a swim class or join a local pool. Best of luck!