Laughing at yourself is a hard humor skill to develop, however there are some steps to follow to be able to strategically desensitize yourself:
If you do not have the right mindset to perform or develop this humor (laughing at yourself), then you will most likely only end up depressed, angry, and end up with lower self-esteem.
The underlying mindset to have should be playful and aim to make self-deprecating jokes instead of self-disparaging ones. Sometimes it also okay to keep the jokes for yourself, it doesn't always have to be performative.
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