I have been lifting weights for about 7-8 months now. I kept a steady weight of 140 lbs. since I started lifting. The past couple of weeks I've gained 4-5 lbs. I've been eating the same. I was wondering if I'm gaining fat or if it's muscle weight I'm gaining? And how do I know? I'm getting pretty discouraged about it. Please help!

According to you this is good but when I've tried it I'm suffered from muscle pain. I have joined gym before a month and than I suffered from this problem.

Do you eat a balanced diet and keep track of your daily calories? Use a metabolic rate calculator and figure out your daily calories and you should know if you are gaining muscle or fat.

You are probably gaining muscle though, which is good, because gaining muscle means you are burning calories, by definition.

Is it possible to gain weight by weight lifting?? Oops then i have to be conscious about this.

Of course it's possible to gain weight by weight lifting. Hopefully it would be muscle but there's no way you would put on 4-5lbs of muscle in a couple of weeks.
As to the original question of how do you know if you've gained muscle or fat? You need to know and track your body composition. Overall weight is meaningless if you don't know your percentage of body fat.

The lifting itself is not what is causing you to gain weight though. More calories=more weight. Also weight gain/loss is not always linear, so not everyone will lose/gain exactly one pound each week for example, even if their calorie amount is constant.