Teach Me, Someone

How do people hear insults, not from strangers, but from close ones and not let it affect them? Some friends of mine have the ability to just 'forget' the bad stuff that happened and move on with little effort.
I heard once, "I did it for you cos I took pity on you" And now when friends are nice to me, I think, am I being pitied?
I heard once, "You're boring" and I try so hard now to squeeze a laugh out of people without considering the effects of it.
I heard once, "You're so sensitive" and when I notice someone doesnt look right, I think twice about asking whats wrong.
I heard once, "You're fat" and I think now if I would have more friends if I had lost weight earlier.

On another note, is it called abandoning a friend with whom you actually get peace of mind avoiding? You don't mind the occasional exchange of words, but what if you actually feel more comfortable not speaking to them? What if you feel that with other people, you're not so restricted, more relaxed, less conscious about what you do or say cos when that person's around, it feels as if you're being judged?