Like everyone else has said,it all depends on how it's meant.
I get called wierd by pretty much every woman who gets to know me and interesting by nearly every bloke who gets to know me.
It's a compliment,usually people will call you wierd when you're different or stand out and they can't find the right word to describe how they see you.
I never ask why but reply with something like:
"Yes,yes I am" then continue with what I was saying...
...or I look at my watch and say "It's taken you half an hour to work THAT out?....do try and keep up(with a grin)"...
...or "Yup...wierder than you'll ever know(wink)!"
On the odd occasion that someone calls me wierd and they obviously don't mean it as a compliment I turn the sarcastic knob right upto 11 and say "You know.....you're the first person that's EVER said that to me" and give em a blank look...
...or (again with heavy sarcasm) "You're the first person who's said that to me..............in the last 10 mins".
It all depends how good your self esteem is.....I know that I'm reeeaaalllyyy off the wall and I'm proud of it,it's something I embrace and I wouldn't swap places with anyone else or try to be "normal" for anyone.
It's good to stand out.
Embrace your wierdness you freak