We need to develop self-control. We first need to self-reflect on ourselves and know ourselves better. We need to analyze our strengths and weakness, understand our personal temptations, then make a chart and set daily goals on how we plan to avoid doing things that can harm us and tempt us. Setting daily goals soon turns into monthly goals and soon into habits.
When we start to do this, we might feel lazy and tell ourselves, "Let me start tomorrow." But as said, what has to be done tomorrow must be done today, and what has to be done today must be done now.
The problem arises when we start doing things due to peer pressure. We don't want to be the outcast and wish to fit in, but isn't it the outcast who shines the brightest?
We should know the adverse effects of whatever we do and the risks we take. People try to tempt us by showing us a few positive results and telling us how fun or cool it is. The definition of 'cool' is different for everyone. Smoking may be cool for someone, drinking may be cool for someone, studying may be cool for someone, and we cannot let our 'cool' be someone else's definition of 'cool'.
Sometimes, we need to trust our instinct and avoid people we believe are bad company. That doesn't mean we have to shut down all means of socialization, but we should do it to an appropriate extent.
Often it helps to talk to your parent or a close person older than you and let your heart out and hear their opinion, but after all, we are not weak people who start following things just because people tease us. We need to be strong and have self-control over our minds.