She added she doesn't have a phone or access to the internet, and that the last journalist she spoke to contacted her family for her.
She apologised to her parents for leaving the UK saying it was "a big slap in the face to them".
Shamima needs to show humility and condemn IS
Mohammed Shafiq Chief Executive of the Ramadhan Foundation MPs and Muslim groups warned of the danger of welcoming back the mum - who has not shown any remorse since she was found in Syrian refugee camp last week.
Tory David TC Davies told The Sun: "I would be very cautious about letting her come back - She doesn't seem to be expressing any regret for what she has done.
“The only thing she regrets is that ISIS lost.”
Mr Mohammed Shafiq, Chief Executive of the Ramadhan Foundation, added: “Shamima needs to show humility, condemn IS and promise to work to return back to the mainstream of Islam which totally rejects their barbaric practices and propaganda.”
DESPERATE TO COME HOME The Brit, 19, fled to Syria when she was 15, with two friends from Bethnal Green high school, East London, and married a Dutch ISIS fighter.
She was found by a Times journalist last week in a refugee camp.
The 19-year-old, who has called herself "weak" for wanting to return to her home country, had previously given birth to two children who died from malnutrition.
She told The Times she didn't regret joining the murderous cult but is now desperate to return home and have her baby with the support of the NHS.
She said: "I'm scared this baby is going to get sick in this camp. That's why I really want to get back to Britain. Because I know it will be taken care of, health wise at least."
Her family, who believe she was groomed, pleaded for her to be allowed back to the UK "as a matter of urgency".
Her eldest sister Renu told ITV News she was desperate for her sibling to come home.
She said: "We hope the British Government will help us bring her home to us where she belongs."
It is understood that should Begum make her way back to Britain, she will face legal proceedings by social services to safeguard her child.
She said she expected to be charged with terrorism offences and to be the subject of intense media attention, but was desperate not to be separated from her baby.
FLED TO JOIN ISIS IN 2015 Begum left London in February 2015 with two school friends to follow another classmate to Syria.
She said one friend, Kadiza Sultana, had died in an airstrike but the other Bethnal Green girls, Amira Abase and Sharmeena Begum, had stayed with ISIS in Baghuz.
She said she feared she will never see her husband, the Dutch jihadist Yago Riedijk again, whom she still loved “very much”.
Riedijk, 26, a convert to Islam who grew up in a middle-class family home in Arnhem, is suspected by police of being involved in a terrorist plot in the Netherlands. He was convicted in his absence last year of membership of a terrorist group.
Questions have been raised over whether Britain would be able to prevent Begum's eventual return to the UK.
Shamima's parents are consulting their lawyer about legal action against the government to force it to allow the teenager back into the country.
Home Secretary Sajid Javid has warned he "will not hesitate" to prevent the return of Britons who travelled to join ISIS.
However the government's tough stance was undermined when Alex Younger, the head of MI6, said British citizens "have a right to come to the UK".
Diane Abbott, the shadow home secretary, said anyone linked to terrorist groups "should be fully investigated and where appropriate prosecuted" but added: "We are not in favour of making people stateless."
Chief executive of counter-extremism organisation Quilliam, Haras Rafiq, said he "absolutely" understood the public would be concerned about the prospect of Begum's return, but the "intellectual and right thing to do" was for her to go before the courts.
Tasnime Akunjee said even mass murderers were given 'due process' Credit: Rex Features Shamima Begum was speaking after giving birth to a baby boy Credit: Sky News The Brit joined ISIS in Syria at 15 and now wants to return with her baby Credit: Reuters CCTV picture of Shamima Begum, 15, (centre picture) at Gatwick airport in 2015 Credit: AP:Associated Press Dutch Jihadi Yago Riedijk who married British girl Shamima Begum in Syria Begum left London in February 2015 with two school friends to follow another classmate to Syria We pay for your stories! Do you have a story for The Sun Online news team? Email us at tips@the-sun.co.uk or call 0207 782 4368