Family Problems. Help me, i really need help!?

So i don't know if its me, but i seem to always be sad. My biggest concern is that whenever i'm sad/mad over something i tend to go to my room, but i always seem to be lacking someone. perhaps my parents support, i want them to tell me that "next time, it will be okay, blah blah.." but not leave me sad in my room. i've always had that problem, i mean they say they love me, they buy me stuff, but i've always had the jealousy over my brother, i don't know i just think that they incline more to him, but when he's sad my mom helps him, but when i'm sad, i am always crying in my room alone. it hurts to be sad alone. no one to help you, it really sucks. i don't know whether its my fault, if i'm over reacting. idk please help me? what do you think? what should i do?