I don't agree with the constant badgering that your parents are engaged in. But I think you and I should have a little thought exercise to try and see the situation from their perspective.
For whatever reason, your parents are worried about you. They don't think you're happy, and so want to motivate you to do things that they think will make you happy. They're not doing this to be mean, or because they hate you. They just think that, because you're 24 years old, you should be going out and meeting people and doing things that they consider fun.
You shouldn't lie to them. And you shouldn't shut them out, even though they are making you feel bad. Your best bet is to just talk to them openly about your life. Tell them that you enjoy staying home, that you do indeed have friends, and that you have a happy and healthy life.
You may never truly convince your parents that your homebody-ness is a good thing, but if you're honest with them about it enough times, perhaps they'll stop pestering you. It's your life to live, and so long as you are enjoying it, you're doing it right.