Okay, my husband and I were in our favorite little eatery by the river, and this group of people is seated beside us. Now I am not a skinny girl. I am healthy but not overly obese.
One of the ladies in thes group was quite large, and as she was walking between my husband and her chair she says, “Excuse me, I am just fat.”
I almost choked on my BBQ. WTF?!? Why do ppl say this, do these comments make you uncomfortable? I was shocked really.
In a previous job, there were two women in my department who looked somewhat similar - short, dark hair, similar facial shape and features, same height, and both “big girls”. Now, sometimes I’d have a moment of confusion if I was looking at one from the back, but they had very different taste in clothes and I’d never mix up their names or anything. So one time this guy from another department, who’d probably met each of us maybe once, calls out to S, “Hey, C, can you get me…” and she goes “Oh, sorry, I’m S. We fat girls all look alike.” He just stood there, stunned and so embarassed, while a good 30 seconds of silence (from the rest of us) passes and S just laughs and laughs. I really don’t think she was trying to make him feel bad - but we were all so awkward about it.
I do the self-depreciating comment thing a lot. It started out as a defense mechanism. I’m very thin, and many people have taken it upon themselves to tell me so. I started blurting out the comments that I was sure were in everyone’s mind anyhow…it was easier to cope with that way.
I try not to do it so much now, because I realize it makes nice people uncomfortable, and that’s not my intent. But if I don’t do it, I suspect people are sitting there thinking, “My God…does she know she’s utterly titless?” 
Nitpick – even though it makes a sort of sense, I think the word you really want is “self-deprecating”, not “self-depreciating”. Don’t devalue yourself!
http://www.m-w.com/cgi-bin/dictionary?book=Dictionary&va=depreciating&x=6&y=18
Ugh, I’m so stupid!
Maybe she meant double declining deprecation?
I do the self-deprecating thing out of habit. It’s a defense mechanism. If I poke fun at the things about myself that aren’t really touchy subjects (like my lack of coordination and my small boobs), then I’m giving others–those who would be inclined to tease me in general–easy targets to shoot at. It diverts their attention away from flaws that are more of a sensitive nature. Also, it’s a way of controlling my feelings and other’s reactions to me. I know I’m clumsy and I’ve been that way my whole life, so whatever you have to say about it I’ve already heard or said myself. I might as well bring my clumsiness upfront so I don’t have to hear from you later, “You’re quite a clumsy person, monstro Ever noticed that?” It’s amazing how many people think that stating the obvious is somehow insightful or helpful.
I know sometimes I can go overboard, though. I don’t mean to make others uncomfortable.