you do not have any mental depression
or any other mental problem,what is require is you built self confidence and sense of humor,you note that friends making jokes are not upon you but they just making fun.
You do not remain quiet or loose your temperament,if you do like this they will do more fun and try to make you more embarrassed.You also join in making jokes on them and reply their jokes quietly.
If you remain quiet they will be more aggressive.
You maintain friendly atmosphere and make fun and join with making fun with them. ,