I think God has a sense of humor, and the way my lessons come from God is very funny. I have to laugh at myself even if it's a tough lesson.

This quote means that God sends lessons to us in funny and unexpected ways, and that we should be able to find a way to laugh and take it in stride when we learn something, even if it is difficult. The person speaking believes that God has a sense of humour, and uses this as a way to help them cope with difficult lessons.