Hello I am a 15 year old who recently stole small items (all resulting in like $10.00) from walmart the other day, I was taken into a back room with a friend who also shoplifted and we were read our rights and he asked us questions and he contacted our parents since we are minors and we met with an officer and they came to pick us up..

Will I have a criminal record? It is my first offense, they said something will be on the system until I'm 18.

Will this affect me going into the US?
Will this affect my future in a big way?

It was honestly so stupid I just didn't have the cash on me.

You go to any court hearings they tell you to. You will probably have to pay a fine and restitution. You will probably have to watch a film on shoplifting and possibly do some community service. If they put it on your juvenile record ask them about expungement.
Can You Expunge Your Juvenile Record? - FindLaw Blotter (http://blogs.findlaw.com/blotter/2013/02/can-you-expunge-your-juvenile-record.html)