It would depend how this was used.
Personal generally means something that should be exclusive to one's own self and perhaps their close friends.
If someone said "That was a personal remark," it could mean that you were being invasive, or rude, by something that you said about that person.
If you said "That was a personal remark," it probably means you said something, and you want the other person to understand that you were speaking about yourself.
It could be other things as well.