I laugh at myself just as much. i find it's a great asset to be able to admit I'm silly sometimes. I spent a few years trying to avoid that and it was no fun. I'm so happy just admitting who I am to the world and to myself.
As to why others laugh, one of the tenets of comedy is the misunderstanding. Someting that is said the wrong way, comes out the wrong way, etc.. It doesn't mean the person thinks less of you, it means they think the situation is funny. A normal NT can be in a funny situation, too - it happens to all of us. I remember dropping a tray in college in the cafeteria and everyone clapped - so I took a bow like I was a performer.
One thing I'll do sometimes is automatically say "thanks for coming," for instance, to people as i leave a place where I've gone to a family gathering or something - and I'll even say it to those who live there. So, when it strikes them funny I'll just say, "It's become a catch phrase." And, they agree with me.
Okay, let's try this first post with the new design and see if it all runs together or something. (Edit: yeah, I need to skip lines, I wondered given how it looked.