It's not that American culture is unwelcoming. It's not even that you're doing something "wrong". It's quite simply that teenagers will be teenagers.
Kids seek the approval of their parents. But as we reach our teen years, we start seeking a group to identify with, and wish to gain their approval instead. Very often in high-school you'll see the "cool kids" group, the "nerds" group, the "football jock" group, etc. It's stereotypical, but that's exactly how it happens.
Within those groups a hierarchy will form. And kids desperate for group approval will be mean to someone they're trying to rise above (or wish to keep below themselves) in the group hierarchy without a second (or even a conscious) though.
So now let's analyze your situation. You're new to the country, the school, and the culture. Some of these kids have known each other for years, and have belonged to these groups from day one of high-school. You're the outsider.
Someone making fun of you can be their way of establishing dominance within their own group. It happens quite often, as kids will be more driven to belong within the group than to be polite to a relative newcomer, or even other - lesser - group members. Which is why you generally see people become more aware of other's feelings, and more polite as they mature.
It will take time for you to figure out which group you most naturally fit in with, and that's fine. Keep being friendly to people. As a newcomer to Canada it took me well over a year to form friendships with my now best friends going on 20 years.
However, you do need to establish your own position within the school hierarchy. Some of that will happen over time, by means of you joining a group.
However, another way that we all do this - even as adults - is through the way we respond to snarky comments such as the ones made by Wendy. If you snap back aggressively, you'll be labelled a bully. If you let them walk all over you, and keep quiet, they will never respect you. You'll need to strike just the right tone depending on the relationship you're looking to build with that person. It's called establishing boundaries, and it will serve you well your
Wendy: That was, like, so last year! OMG LOL, we didn't know you're a time traveller... Probably some weird Indian magic.
You: Hey, at least I'm magical, you're just annoying.
Consider the interaction you had with Wendy through the prism of group dynamics. Wendy was making small talk with her "group" (people in general, yes, but with the understanding that only those in her group actually engage with her):
Wendy: Hey did you guys hear that new song by Martin Garrix?
You inserted yourself into the situation:
You: Oh yeah! It's called 'So Far Away', right?
Now you've come to her attention, and she can use the situation to improve her standing in the group:
Wendy: That was, like, so last year! OMG LOL, we didn't know you're a time traveller... Probably some weird Indian magic - oh wait, she's Germo-Indian right?
Let's take a look at what she's accomplished with her comments:
- She created a "us vs them" situation, where she's clearly labelled you as the outsider
- She has made fun of you, and invited the group to laugh it up at your expense, which serves to increase her standing, as it's a demonstration as to how mean she could be to any of them, and some of them will be a little more afraid to challenge her as a result.
What do her group members experience in this situation?
- This is an opportunity for some of them to feel superior to the "outsider".
- Some of them, who might be Wendy's typical targets are happy that it's not them being picked on, and jump on the band-wagon, eager to assert membership to the group.
It would take a lot of fortitude for someone to act against the group and stand by your side in this situation. However, by standing up to Wendy you'd establish that:
- You're not afraid to stand up for yourself (aka you're not an easy victim, and picking on you won't be fun for the bully).
- You're not someone who belongs at the bottom of the hierarchy.
At that point you're probably not making friends with Wendy, but others who have had run ins with her will likely see you as a good alternate person to form a group with.