How do you hold a badminton racket?

The reason more experienced players are telling you to hold your racquet in a certain manner is to get you used to the proper grip early before bad habits set in which then become harder to change. You may find it more comfortable now to hold the racquet in a certain manner, but as your game develops you will probably find that you become a one-sided player (most probably forehand) as you will have to change your grip on the racquet to hit backhand shots properly. So best to persevere with what seems an uncomfortable grip initially as in the long run you will become a better player.