The stakes surrounding Michael Jackson were always high. Even when his songs were at their frothiest, there was a certain amount of self-seriousness that went along with his persona. That grew as his career went on (to publicize 1995's HIStory, a total of nine giant statues of Jackson were floated down various rivers in Europe, a controversial and uncomfortable move that was part of his label's $30 million campaign to publicize the album). It wasn't necessarily surprising, as Jackson wasn't just a performer but also a brand and a business, and when you're dealing with the millions of dollars often associated with the singer, you're bound to approach everything with a certain amount of gravitas.
But there was a lighter side to Jackson, too. He was even willing to poke fun at his public persona. He famously appeared in the Will Smith action comedy "Men in Black II" as himself, where it was intimated that he was actually an alien from space looking to assimilate. "I can be Agent M!" he proclaims to Rip Torn's character. He also pokes fun at a lot of his quirks (and his own mental health) in his guest appearance on "The Simpsons." He embraced people who were ostensibly making fun of him, like "Weird Al" Yankovic (who had a huge hit with the Jackson parodies "Eat It" and "Fat" but was invited to appear in the all-my-friends-on-deck video for "Liberian Girl").
In fact, many of his videos seem to contain winking nods towards his own tabloid mythology: "Liberian Girl" makes a reference to the celebrity status of his chimp Bubbles, while "Scream" makes a sly nod to the rumors that he slept in a hyperbaric chamber by revealing him in a sort of suspended animation capsule in space.
Though he claimed he never read negative press about himself, Jackson was clearly aware of what others thought about him and what was said about him in the press. Though it's had to speculate what his internal feelings were, it's clear that he at least had some perspective on himself throughout his storied career.