If I don't take things personally, I do not believe my words or actions had anything to do with someone else's bad behavior towards me or why they said something unkind to me or about me.

colloquialism - thick skin

You ignore the potentially offensive comments or actions. You don't get angry about them, you don't let yourself get upset.

Hiya! If someone says this, it means that they are not deeply offended if someone else makes fun of them, or criticizes them.

I'm not affected internally by what you say/they are not very sensitive