I would consider it a gift and embrace (be proud) of it, even if that's just on the inside of you Thinking there is something wrong with us makes it harder to be this way.
When I need to tune out my thoughts or people or stimuli, or just get in a good frame of mind before going out into public, I listen to music. And I usually bring headphones with me so that if I get overwhelmed, I can put them on and gain my peace of mind back.
Sensing people's thoughts/emotions just means that you're open. Your consciousness is open, not closed off, so you pick up on these energies, whereas the majority of people are naturally closed off to them, or purposefully or subconsciously block them.
I prefer to be open. I'm just working on accepting myself and getting strong as an individual so that other energies won't be able to shake me so easily