I get laughed at because I'm a horrible dancer. How can I not feel embarrassed?

One time I was in a dance group...well for auditions all the girls but me made it through. I was 9. I was so upset and I cried. My mom said, "Well sweetheart, I gotta break it to you, you're just not that good of a dancer. Maybe it isn't for you." I thought she was mean when she said that. She was like, "Hmmm. Mean or true?" I knew it was true, I just wasn't ready to hear it.
I never liked dancing. My family encourages me to keep trying but they're just going to tell me I'm bad. When I tried recently my dad said, "Baby girl, I gotta be honest you're dancing is BAD."
I was like, "You don't think I know that."
We were looking at pictures of me and my dad roasted me. My friends and I were dancing. He was like, "What were you guys doing?" I explained and then I said, "I suck at dancing." He bluntly said, "Yeah you do. You're so bad even no guy would wanna be seen with you dancing." I was shocked when he said that. He said, "Don't look at me like that. You're the one that said it, not me."
Even my friends know I'm bad. My guy friend roasted me saying to my best friend, "Tell your friend to learn how to dance. She better not come to the next party dancing like that."
That really hurt me. Why do people roast me like that? Am I too sensitive?