I'm a 15 year old girl and I've always struggled with my weight. Everyone in my family is super thin, everyone is under 120 pounds except me. I'm 203 and I get made fun of constantly. I've tried diets, and exercising but I gave up after a few days every try. My weight didn't really start to bother me until a month ago. None of my clothes fit me comfortably, mostly because I refuse to buy anything bigger than a 13/14 for pants, and a L/XL for shirts. So here I am, in my room in a baggy shirt and basketbal shorts because I'm so ashamed to leave my room.
I just don't know what to do.

First off a couple questions.....
In the past when you have tried to loose weight has your family been supportive? Kept good healthy foods in the house for you to eat/snack on (fresh fruits, veggies)?
Do you eat a pretty healthy diet now or is it full of sugars and snacks?
When you exercised did you start out going full force or work up to it?

I'm guessing because you dont see immediate results is why you have given up after just a few days?
Unfortunately the weight didnt go on overnight and it wont come off overnight...as I continually tell myself.

Finding a support base (like this web site) is a good starting place, and if your parents are supportive of your efforts to loose weight have a heart to heart with them about how they can help you be successful...mainly in the food dept and encouragement.
Things you have control over (for the most part) is what and how much goes into your mouth
Start slow and replace salty high fat and calorie snacks with healthy alternative...carrots or even some of the pre-packaged chips (Special K makes a cracker-chip that sells in bags only 90 calories). With exercise the key is just get out there an move...walking is a great start and you can walk slow or as fast as you are comfortable. Slowly increase distance and speed. A pedomitor is great to show you how much you actually do walk. Many times people think they are doing way more than they actually are.
If you are a data freak like me, track your calories normally for a couple days to see exactly how much you are eating, then determine you BPR (I think it's called...the minimum you need just to stay alive) That can give you a good idea of how much you should start cutting back. And then start slow.
If you are used to eating say 3000 calories a day and drop to 1200 and add exercise your body gets rebelous LOL you will be fighting hunger, and if not used to exercise possibly sore muscles... start small and say I'm gonna only eat 2500 and walk 1 mile today (or 3000 steps). As you adjust to the lower calories and the increased activity...drop cals or up activity or a little of both.

Also make little mini targets along the way...say after losing the 1st 10 lbs do something fun...or get nails done, or a special treat....
You want to loose the weight and YOU CAN!! Don't beat yourself up for the little hiccups along the way

I'm sorry you are feeling down. I know how it feels to be made fun of, even by family. My brother is 20, 7 years younger than me, and is 120 lbs. He can eat what he wants, when he wants, and never gains a lb.

I've been talking about joining a gym for a while and my family, just makes comments about how I'm just going to be big. It sucks not to have support.

The first thing you need to know, is that no matter what size you are, you ARE BEAUTIFUL. It doesn't matter what people think of you and it isn't right for people to put you down.

Secondly, I would follow what KigerCat said.

If you ever need someone to listen, feel free to pm me. I'm all ears!!

Oh and by the way, I am WAY older than you, but when I was 15 I was working out everyday and running. Not saying this is something you should do, because what I was doing was WAY excessive... but I was in your shoes once and still am

You can do this. It takes commitment, but there are things that can help you stay focused. Coming here is a great start! Most people make "mistakes" when trying to lose weight, you just have to keep picking yourself up, dusting yourself off, and trying again. Don't feel bad about slipping up on your plan, just make a plan to eat healthy for the following meal. Keep at it, it's not about perfection it's about persistence.

Welcome and good luck on your journey!!

I highly suggest talking with your dr and/or a nutritionist.