Assuming you are brewing extract you can add more LME or DME or some sort of sugar. 1 lb of DME will raise about 40 points I believe. If you post your recipe people can chime in on the best ingredient to add without altering the recipe itself
Remember that if you increase the ABV, and therefore the OG of the beer that you must also increase the hops to balance the beer. Unless you're adept with adjusting recipes, it's probably better to start with the right recipe from the start. For example, if you want a 6% ABV oatmeal stout, start with a recipe for a 6% oatmeal stout. It's really important to balance the bittering hops with the amount of malt used, so that you don't end up with a too-sweet beer.
My next batch is going to be an Oatmeal Stout it's 6lbs Dark LME, 8oz rolled oats, 4oz chocolate malt, 4oz roasted barley, 1oz fuggle, Wyeast Irish Ale 1084. What should I add to this for higher gravity and when? Thanks for any help because I am new to this and very confused even though I have been reading up on the process.
I would also use a bittering hop, since the 1oz of fuggles won't be enough to offset the malt. 1oz of Northdown (9.60% AA) would give you a good balance for bittering. If you want to still use the 1oz of fuggles (not a bad idea), add it towards the end of the boil. Such as when 10 minutes from the end. You'll get a little flavor and mild aroma from that addition. Of course, the hop addition would be easier to help on IF you listed the AA% for the hops you have. It can vary from year to year, crop to crop, and with where it was grown (US, which state or from the UK?)...
I would also suggest either getting some software to help with formulating recipes, or at least use the online tools to help get things figured out. With what you were originally thinking, it would have been very malty. If that's your target, then it's good, if not, then better to find out before you brew it than when you pour the first glass.