they're making fun of me wanting to go alone
Of course, I do whatever I want to do, by default by myself. I'm usually happy for someone to come with me, but I wouldn't not do something just because I'm the only person I know who wants to do it.
The whole point of being and adult with adult responsibilities is exactly that you get to decide for yourself exactly what you do.
I agree with PP that their reaction 'making fun', or at least trying to,reflects really very badly indeed on them. Why are they suggesting you should not do exactly what you want to do? What are they afraid of?
If will be fear at the bottom of it, have a think about what they might be afraid of, but, meanwhile, don't let it influence you in any way. Or at least make it make you more determined to do it.
Why indeed might they want to stop you from doing what you want?
It's brilliantly liberating to do exactly what you want, when you want. No one to consult or discuss what you do. My favourite thing ever.
Embrace it
While you are at it, could your family be the reason you don't seem to have any friends outside your family circle?
Good friends might be rare, but they can also be a truly life enhancing thing. No rush, no pressure, but if you keep an eye out, you might find people with whom you can be a friend. Especially as I get older, I value my friends more and more.