It's a judgment call that everyone has to make for themselves. The hard part is figuring out which of your weird behaviors to keep and which ones to adjust.
In this case the person doing the weird things may want to take that feedback to heart and try to act differently. At other times someone may call something weird, and they're pointing out a behavior that's socially inappropriate, and overly strange and disconcerting. The appeal of many artists and performers is that they're delightfully odd and proudly non-conventional. Sometimes it refers to something that's offbeat or different, but not necessarily bad. It's a tricky word to deal with because it has both positive and negative connotations, and we use it to describe all kinds of things. Socially awkward people often get told they're weird.
