I don't like my colleague's jokes.

You also said that your colleagues were "joking". . . Jokes are jokes. Maybe she didn't realize that it might make you unhappy. In fact, "exposure/joking" between friends is very common. The exchange of embarrassing stories shows that the other party thinks you can joke, and of course it also reflects that your interpersonal relationship is still good.

In fact, you can be kind to yourself and accept who you really are, instead of being sensitive and suspicious and making yourself uncomfortable. If you are a cheerful silly girl, she can make fun of her in turn and say, "When I get smart, I can hang you up ~ ~"