How do I make my room stop smelling so bad?
Smells don't just appear out of nowhere.  Something in your room is the source of the smell (dirty laundry, rotten food, etc).  Find the source and remove it.  If you can't identify it (too used to it?), then ask your parents to look for it.

If the smell seems to be everywhere in the room, consider deep-cleaning the carpets.  (Buy/Rent a cleaner, or have a cleaning service come in.)

If you can't remove the source, all you can do is mitigate.

Leave the door to your room open to avoid stagnant air.  Even if something is only mildly stinky, if you leave it in a sealed off room, the smell will permeate the room.

Consider getting an Air Purifier, which will churn the air in your room and filter it a bit.  Make sure you stay on top of cleaning/replacing the filter in the unit.

If the smell is a musty/humid smell, consider a Dehumidifier.  You will need to empty the drain pan periodically, or attach a drain line to your plumbing.  You can also use Damp Rid.

Also, consider that the source of the smell may be you.  Your parents may be trying to politely tell you something.  Do you bathe every day?  Do you wash your hair regularly (at least once every 2-3 days)?  Do you put on a fresh change of clothes every day?  Do you wear antiperspirant/deodorant?  If you answer "no" to any of the above, it may be time to re-visit your hygiene.