I'm sitting alone while my family has a good time
Does your family want you to sit with them?
Not really. They said I should do what I like, but they don't want to include me in their fun.
It's understandable why you don't feel like your family wants to include you. However, you should be with your family when you are feeling alone. Staying alone will make you feel more excluded and resentful.
I think I might go hang out with the neighbors instead.
Well if you can't reconcile with your family, you should to hang out with who you want. Have you tried talking with your family about how you feel rejected?