Is it considered incorrect to say, "According to me."?
Hello Melo
You would usually only find "according to me" in a (perhaps strongly) contrastive context, probably in response to another "according to", e.g.
"According to Peter, all swans are white."
"Is that so. Well, let me tell you something. According to me, all swans are not white. In fact, some Australian swans are black. So Peter is wrong, quite frankly. And not for the first time."
It might also be used (like many slightly unexpected phrases) where the speaker wished to be a little humorous or whimsical.
But it wouldn't be advisable to use it in a formal context.
Have a good Monday!
MrP