Well, of course I don't know what your home life is like, so I can't say if your dad is playing favorites or if that's your perception that he is. What does your sister have to say about it? (you don't say how much younger she is).
It's normal to be nervous about new schools, teachers, and classmates. I won't pretend to have all the answers to that, since I tended to spend my out-of-class time either working in the library or doing homework with a few friends, or doing stuff for the clubs I joined (they were all involved with writing to some extent, from the school newspaper, the yearbook, and the poetry club).
I wasn't bullied as much in high school as in junior high, but even so some teachers thought it was 'cute' to make fun of me for being into Star Trek (not a lot of people in that school were willing to admit to being into science fiction back then). I just ignored them, figuring that if they weren't
my teachers, they couldn't do anything to affect my marks.
If it's bullying you're worried about, find out the school's policies, know your rights, and tell your parents. Don't subscribe to the "don't be a snitch" notion. Telling a responsible adult if something bad is going on could save your life/mental health.
As for your sister... if she's telling you that you don't have talent, that's a nasty thing. You've got posts in A&E that tell me you're interested in writing. Writing is something that people can get good at, but only if they practice. If writing is something you want to be good at, by all means keep posting in A&E here, and I can find out about the youth program at NaNoWriMo, where there are people who can help younger writers.
Ditto anything else you're interested in. Most things take practice, and you may or may not develop a real interest in it. Music is another example. I've seen some people be technically perfect, but I wouldn't say they're talented unless they can touch their listeners' emotions. To do that, the performer has to feel something themselves.
It's sadly true that some people who are talented in a particular area don't respect the interests/skills of people in a different area. Hopefully, if that's her problem, she will grow out of it.
Only prodigies are instant experts, and most of us are not prodigies.
Unless the two of you are involved in the same activities, it's impossible to measure your skills against each other. If she's good at something at her age, great. Let her build on that and let you find your own things that you're interested in.
Sometimes it's actually not great to be talented at something. One of my talents is procrastination. I'm very good at that.
Have you had an official diagnosis?
