You have to answer the question Who Am I to yourself and learn about and get self esteem for yourself. Focus on a activity you enjoy and participate. Also, get people around you which you can talk to about your peer pressure issue . Most of the time when you seem to be alone and do not have a consistant friend or siblings that you are seen with then you leave yourself open for peer pressure.
You may need to change friends, meet new friends or even change your current living environment depending on how serious your issue is concerning how to overcome peer pressure