Most of my closest friends are not Christians and people at church keep hinting that this is a problem. Is it?

“But Daniel purposed in his heart that he would not defile himself with the portion of the king's meat, nor with the wine which he drank: therefore he requested of the prince of the eunuchs that he might not defile himself.”

Daniel was a teenager deported to Babylon and enrolled in the king's training programme, surrounded by a culture entirely unlike the one he came from. He did not withdraw and he did not simply blend in. He decided in advance where his line was, and then served that empire with real excellence for decades. Deciding beforehand is what let him stay in the room without disappearing into it.

“And it came to pass, that, as Jesus sat at meat in his house, many publicans and sinners sat also together with Jesus and his disciples: for there were many, and they followed him. And when the scribes and Pharisees saw him eat with publicans and sinners, they said unto his disciples, How is it that he eateth and drinketh with publicans and sinners?”

Mark shows Jesus at a dinner in Levi's house crowded with tax collectors and people the religious establishment had written off, and the scribes are scandalised that he eats with them. The friendship is not a strategy he apologises for or explains away. It is worth noticing which group in that story was uncomfortable, and that Jesus' answer to the criticism was to stay at the table.