Is it bad to have sex with a girl that is 15 when you are 17?

Kind of. You're both too young for that (especially the 15 year old). I hope you at least use protection. The world doesn't need more pregnant teenagers.

If she's not at the legal age of consent in your State and if you live in the USA there is a lot wrong with it.

Having sex with a minor is statutory rape, which is against the law. It's risky, yes, it's bad. You both are still young, just wait till you both are 18 to have peaceful sex life.

As long as you are responsible and use protecting and the sex is consensual, then no problem. Watch out for parents tho