Start by ensuring that (from a statistical viewpoint) you're right and your family aren't:
https://www.cdc.gov/healthyweight/assessing/bmi/adult_bmi/english_bmi_calculator/bmi_calculator.html
If the BMI calculator shows that you're overweight, it might be a good idea to follow your family's advice. (Indeed, if you're leading an almost sedentary lifestyle, increasing the amount of exercise you get isn't a bad idea anyway, irrespective of your weight).
If the BMI calculator shows that you're a healthy weight, you'll have some useful ammunition for your battle with your family.