I'm frustrated with that one friend that always insists your friends are theirs
What fustrates you about sharing friends?
I really dislike mixing social groups.
Even if you knew someone first, you should respect the relationship that they  form with another person. It's not okay to be jealous of other people's friendships because every connects on a different level.
I'm going to be jealous of those relationships and not allowed to be angry. Okay, I'll be fine. I'll try to stop being jealous.
It seems totally unreasonable if you are jealous. If they spend a lot of time together you could invite them out to do things with you.