Ah, I love itseironiaa! But me and my girlfriend have gone down a not-so-lovely path because of it. I can freely make fun of other people (and myself included), but she doesn't like it that much. I think it's a matter of self-confidence and, in order to make fun of yourself (precisely fun, not just being depressing), you need to have a lot of self-confidence. Or a lot of balls. Pick one. Or two balls.
Ah that is a bummer! Not having a good sense of humour is something I can't deal with any humans in my life. Gotta be able to laugh at my shitty humour!