a joke is almost always at the expense of someone else so people should just
learn to laugh at themselves.
Most western humor is just that: laughing at someone else's pain and/or embarassment. The one exception to this that I know off the top of my head is puns. Alas, puns are not exactly looked upon as "quality" humor, for some odd reason. Looking back at all the jokes you know, think of how many are 1) A person being revealed as amazingly stupid, 2) Someone going through excruciating pain, and/or mental distress or 3) Social embarassment.
That said, dissecting humor is much like dissecting a frog. You may learn something, you may not, but both the joke and the frog die in the process.
But, just to take your advice at laughing at yourself to heart, I submit the following:
When I was in college, I did two things that absolutely killed my social life: I majored in Electrical Engineering and joined the ROTC program. Every day was some variant of "Wake up, PT, drill, food, class, food, class, drill, PT, food, study, sleep". As a consequence, I had no time for girls but was in damn good shape. The workload was rough and between studying for tests and the normal pomp & circumstance of the ROTC program, I didn't have much time or experience with the fairer sex.
Thus came my reaction late in my sophomore year when I was walking back to the barracks from the engineering lab late one night. A very drunk sorority girl came pedaling up on her bicycle and slowed down to check me out. This was before my desk job, so I was in fine shape, if I do say so myself. Well, being very drunk, she nearly fell off her bike, (but she managed to dismount) swayed her way over to me and told me that I was "too cute". Staggering slightly, she took off her shirt, hiked up her skirt and slurred "You're hot. You can take whatever you want."
So I took her bicycle.
Addendum: When I got back to the barracks/dorm, I told my roommate (also an engineer) what had happened. His reply was "Good choice. The shirt wouldn't have fit you."