I spoke to Kenny G a couple years ago, and asked him about the classic joke from Waynes World II (above). He was good-natured about it. He said being the butt of jokes is just part of being a celebrity.
It's just comes with the territory. Barack Obama's the butt of jokes. You gotta have a thick skin over it. Certainly when you read something, it shouldn't change your mind about yourself. It's cool, I always take it with a side of humor. I thought the Wayne's World thing was funny.