It's not really what a French speaker would say. You could say "je ne suis pas sûre de ce que ça dit sur moi", that would be a literal translation. If I was in the same context (for example I image I just declared having a collection of Doctor Who memorabilia and realized it might make me look childish or geeky or what), I think I would say "ça en dit long sur moi" (It tells a lot about me) or "ce n'est pas ce que tu penses" (it's not what you think it is) or " oups, de quoi j'ai l'air maintenant" (oops what do I look like now). You see, the expression "I'm not sure what that says about me" has not quite been adopted.