How to be with locals especially some of them can't understand you?

I'm from a different culture married to Indian guy. Stayed here for almost 3 years during my initial stages I find so difficult especially the language (marathi) I can't even go out because people  looking at you head to toe.(don't know why) And most of them says Christians married to Hindu? With a extreme expression!

Hi where do you live?

Understanding is a subjective term and does not depend on language alone.
I never lived in India, but visited for extensive periods and found that English is widespread enough (at least among the educated classes) to make myself understood in most situations. Befriending someone of course requires a different level of understanding - and in this respect it is you who must take the lead, e.g. by learning their language, adopting their habits or at least showing respect and interest.
Hinduism is a very diverse and also inclusive religion. I am sure you'll find your niche in it, if you want - just as Jesus did (he was a wandering monk in India for a while, or so the Hindus claim).

As of now I'm here in Mumbai

A smile to every one makes them feel happier, as I am indian they like asking with excuse for anything like eg,. Excuse me will you carry my bag as I can't carry alone,,,,, as of mumbai it is well westernised city most of them can speak understands English except the older, Orthodox typical marathis who are wearing kind of traditional dresses, they knew what you are saying but act like not, plz go through with hindi language atleast easy for you to pronounce