Is this guy part of your social group? why is he doing this? Have you fallen out as friends? If it was me I'd call him out on it and let him know it's not on, but in a mature way.

Firstly what I would say is work on your inner-game. Why are you embarrassed about any of this stuff? You should be happy with who you are and what you do? It's only embarrassing because for some reason you feel ashamed - so think logically, what's the problem with open ended questions and good conversational skills. There's a few guys I know who tell girls sets I'm a "pick-up artist" or a "player" so I don't steal their set, I just smile say "I'd say more a socialite ... he's just jealous I'm talking to you now" they have a laugh, and I move on, there are plenty of girls out so leave them to theirs.
There is nothing wrong with bettering yourself, heck people get better bodies by going to the gym, you get a better social life by going out and being social.

As for reading books, read lots of stuff, greek mythology, fiction, A brief history of time, you should be proud that you read books to make yourself more intelligent and an all-round person. Even steer the conversation onto good books you've read because you can bet your bottom dollar that mr squaddy hasnt red anything that wasn't porn in years.

As for the age at which you lost your virginity, tell people the reason if you want "I was waiting for somebody special", "I've lost a lot of weight", "I was raised by nuns"
Or just make the quip "Why did i need to lose my virginity, his mum had been sucking me off for years" or "well i heard mickey mouse took his when he was 12 so he's just jealous of me"

So what to take from this:
Work on yourself so that you're not embarrassed or ashamed of who you are, because you're a good guy, you just need to realise this.
Talk to this guy, nicely, logically but firmly, to find out why he does this and what his problem is and if you feel comfortable doing it telling him to stop because it's not funny.