My mom's family (including my mom) would poke fun at you about things you were sensitive about, and if you didn't think it was funny, YOU were the problem.
My dad on the other hand had a self-deprecating style of humor, and would tell funny jokes about himself, and I adopted that style. Some people might think it's because we think less of ourselves, but that's not it. Actually, seeing the humor in the things I do or say or in my experiences helps me accept myself. If somebody else can get a laugh about some ridiculous mistake I make, it kind of redeems the situation!
A cousin (who is very like me in personality) lost her 90 year old mom this week. When she called to tell me she said, "I've just got to tell you about this --- 'cause this kind of s**t only happens to us" ... and then proceeded to tell how when the funeral home worker came to get her mom's body, he was this little tiny guy and although her mom was only about 85 pounds, he almost dropped her body! My cousin was sitting in the hospital room and jumped up and grabbed her mom's ankles and heaved her up onto the gurney. She said her mom was probably close by in spirit laughing hysterically. Of course, "that kind of s**t" doesn't only happen to me and her, but we're two of the few that would tell it! I would much rather tell something ridiculous that happened to me than make fun of somebody else.
But of the family members that poke fun at you against your will, if you act hurt or upset they will go on and on and on with it. It is a sore spot that they will poke any time they can. You learn early to pretend it doesn't matter.