Embarrassed

Waking up this Thursday felt different... Tiring. I guess I wasted all my energy the night before and didnt get enough rest. So I decided to continue resting until later on.
Afterwards, I woke up and started to get things done at home cause I wanted to go out. But after getting ready I couldn't get intouch with anyone who was free. So I called up a friend of mine who lives nearby and asked if he wants to go out. He agreed and I went to pick him up. After two hours or so I dropped him back and got a call from a friend asking if I wanted to chill at a club so I went and met the guy outside -I am two months away from turning 21, so technically I'm still underage-.
We got to the door and the security looks at me and asks for ID. At this point I'm abit confused because I usually just go in without questions asked. So I assumed that he just needs to see an ID before going in. Instead he returns the ID, looks at me, and says I can't get in. Why? I'm underage. I didnt say anything after that, we just went outside and my friend asked me why did I give my ID. I replied saying I didn't know that it would've been a problem since you were allowed in. Apparently the security thinks my friend is 23 when infact his only 19, it's just that he has never shown his ID. I got really annoyed and just left them all saying clearly I can't do sh*t now might as well return home.
Yes, I was embarrassed. The thing that annoys me is I'm always being put in the spot with these friends. From confronting me about being a man. To seeing me as a joke. No confidence,  no personality, nothing. And all I do is try and try to change but it's f*cking my mind up. I think about the way I am and feel sorry for myself. This is really hard.