Am I too sensitive?

I seem to have become really over-sensitive and I am not sure how to fix it...Not just "not sure" but the real fact is I don't know how to fix it! Any small criticisms,jokes,humors, feel like a huge attack(**sometimes**), and I often build things up in my head into something that they really are not...So now I have bottled up my sensitivity...no no no no no!  I NEED TO CONTROL IT or PEOPLE GONNA HATES ME..

 So what, I guess people feel STRONGER when they say 

I need to lighten up or once I'm upset they say,

 "OMaaaaGuucciii ma dear!!!! I was just kidding"

 and they look at their friends for approval as if to check their responses...

I mean I have good days but most of the time I'm caught off guard not expecting to be made fun of or maybe someone makes a joke and I don't get it.. People can't just be nice enough to explain the joke so I'll understand.... OK fine...I know a good joke makes you laugh if the timing is right and if you have to explain the joke, it takes the humor out of it and everyone pretends to not feel uncomfortable...SO! I'll try to minimize my over-sensitive thing....But ..there still have exceptions...Well..I'm a girl..so..every months i need to go through "the moon-moon thing"..and that time..I can't handle it...