It means that your acceptable weird. Some people are weird, but it's like dorky weird. People who are weird in a good way are not dorky but they have their own style, they're not scared to be themselves, and they stand out as different in a good way. Overall it's a compliment for the most part.
"I just do me and idc what others think!"
"You're weird (but in a good way)"
Beyond just a strange situation. This is where you itch your head and get the fuck out of there. Weird shit is something that occurs that can't be fully understood why and how it happened. It should be left alone in most cases.
You do NOT want to be around weird shit when it happens. If you want to take a look at some weird shit, then do it from a large distance away from the weird shit.
The man approaches the dancing Polar Bear wearing a cowboy outfit out in the desert.
The man was later found next to a cactus raped by the polar bear.
This is why you get the fuck out when you see weird shit.