The old adage of "sticks and stones may break my bones, but words can never hurt me" is simply not true. Words can hurt, and hurt very deeply. Any time someone makes fun of our beliefs or of us, we are hurt. Romans 13:10 says love does no harm to its neighbor, so those who are striving to live as God asks watch their words carefully so as not to hurt others.
However, not everyone lives that way of life. Jesus Christ realized most humans would not follow God's instruction and would indeed ridicule true followers of God. In fact, in Matthew 5:10-11, Jesus said, "Blessed are those who are persecuted for righteousness' sake, for theirs is the kingdom of heaven. Blessed are you when they revile and persecute you, and say all kinds of evil against you falsely for My sake." Later He told us that since they treated Him badly, they would also treat us, His followers, badly. We also read in 2 Timothy 3:12, "Yes, and all who desire to live godly in Christ Jesus will suffer persecution."
This is one of the hard parts of being a true follower of Jesus Christ, but He promises us that if we'll remain true to Him, He will bless us and eventually make those who mistreat us recognize how wrong they were (Revelation 3:9). In the meantime, God tells us not to be ashamed of what we believe (Mark 8:38). When we really know what we believe and why we believe it, explaining our beliefs becomes easier. So we have an incentive to study so we can clearly explain our beliefs. However if someone doesn't really want to know what we believe and is only trying to stir up trouble for us, perhaps it would be better to simply avoid that person as much as possible. Your parents and your minister may have more tips to help you with the specific situations you face.