Do what makes you happy and makes you feel comfortable.
Alcohol is perfectly safe and can be part of a healthy, well-balanced life style.
Obviously, there are limits - these are for you to set yourself. Not for anyone on some random internet forum to tell you about.
Peer pressure can be challenging, again, you need to decide what to do - it's your life and these are your decisions to make. But, on the other hand, don't be afraid to experiment and see what happens.
The only thing I will add is a bit of advice to pay attention to who you're with. I'll get nailed with people who will look after me, if i'm in a strange environment I'll be more careful.