My family are devote Christians and I am a pagan. I don't know what I should do?

Probably the best thing to do is to sit down with them and discuss the beliefs of both religions and determine how you are going to interact with each other. Definitely Christianity conflicts with Paganism.

Paganism, is a term first used by the early Christians for the population of the Roman Empire who practiced polytheism.

Christian - A God-given name for the followers of Jesus Christ.​—Ac 11:26

Although you were raised by your parents, teaching you their beliefs, it seems you have now come to the point were you need to find out what is true or false. The best way to do that is by a thorough examination of both beliefs using a neutral source.

Here's a question for you, Are All “Christians” Christian?

“It was first in Antioch that the disciples were by divine providence called Christians.” (Acts 11:26) Note that those called Christians were Christ’s disciples. What makes a person a disciple of Jesus Christ?
A true Christian, therefore, is one who follows the teachings and instructions of Jesus, the Founder of Christianity, totally and unconditionally following standards set in the Bible.
Galatians 5:22-24. This means a person needs to study the Bible as John 17:3 tell us in order to get to know God and his son from their standpoint and not here say from others.

Examining the Bible gives us a neutral understanding of both views because it tell us how God want to be worshiped. For those who have a desire to know the truth, their honest and open heart will reveal it.

For further info please see jw.org