You have to be Baptised before you can be Confirmed. So assuming you meant that - you have to do GOD’s Will. Remember the Commandments mentioned by Our Lord?
22:36. Master, which is the great commandment in the law?
22:37. Jesus said to him: Thou shalt love the Lord thy God with thy whole heart and with thy whole soul and with thy whole mind.
22:38. This is the greatest and the first commandment.
22:39. And the second is like to this: Thou shalt love thy neighbour as thyself.
22:40. On these two commandments dependeth the whole law and the prophets.
Notice the Order. Yes it is important to respect your relatives and friends but it is more important to respect the life GOD calls you to. On that you will reconcile with GOD Himself who has made know to you his will for your life.
Even in the Ten Commandments - the First Three relate to Man’s Obligation to GOD even before your Father and Mother - which is the Fourth.
So as you grow in your Faith - you will be able to answer their concerns regarding your new Faith. Right now today - they mean well. But they dont know anything about Catholicism they only know what people have told them. . They just care about you and want to give you what they feel is good advise. But look at it this way - after you become Catholic and begin to recieve the Sacraments and begin to grow Spiritually - you can then best benefit them. The meaning of the Scriptures will be opened to you by the Church your sins will be washed clean - Grace will flow to you and the better we live our faith the better people we become. You can pray for their conversion offer Masses for them… And if you have a vocation to be married you can bring your children into the faith as well and they can recieve a quality Catholic Education with moral teachings along with their ABC’s. You will never be alone in the Catholic Faith. Because even if your family and friends will not convert for whatever rreason - you will still be a part of a larger family that is united in the Faith. So pray about these things and mention it to the Priest who is giving you instruction. They too can give you advise if it gets troublesome for you. And above all Pray. God has plans for you or he wouldnt have called you. You might just be his instrument for others in your future.