Being a twin doesn't mean you have to do everything together.
If your parents are making you feel guilty about this then ignore it.

Sure, your part of a set, that doesn't mean that you can't do your own thing, have your own friends and live your own life. You can't do everything with your twin.

If your parents are bugging you that much, why not spend at least one day a week, just you and your brother, go out somewhere, and see how different you really are.

Some people think that being a twin, you think the same, act the same, like the same things.
You don't. Your a whole different person and your parents should appreciate that.

Be an individual, like your supposed to be. Don't feel guilty because you brother prefers to be inside than out. Or that you like to hang out with your friends and he doesn't.
You are two different people, born at the similar times, you share some things but that doesn't mean you have to share everything.

Ok?
Hope this helps at least a little.

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Life is the one thing we are in control of.
We can either let the bad times get us down
Or we can concentrate on the good - even when we feel that there isn't any.