To believe that there are more genders than male or female, or both (as in hermaphrodites), yes that is called delusion which is a mental disorder. Let me explain it medically... I'm assuming you're still a teenager, but when you get older, you're going to have to see a doctor at some point. When you fill out the paperwork, you need to check the box as to what gender you were born as, not what you think you are. And here's why - there are diseases that men can get in which women cannot and vice versa. There are complications to look for in each specific gender. A woman cannot get prostate cancer and is less likely to get gout. A man cannot get ovarian cancer and is less likely to get breast cancer.
So, yes, believing that you are something you aren't is a mental disorder.