You talk to your family. Tell the how you feel and see if you can come up with ways for you to feel included.
What do I do since I don't feel part of the family?
I used to feel the same way, for years I was convinced I was adopted. I finally just decided that I was different from them we were like aliens in the same family.
If you can talk to them then tell them how you feel. You don't say how old you are but if you could give more information about the situation it would help.