A 'person who talks about himself in the third person' in this context means they are probably regarded as demanding and think they are more important than they are.
How a 'normal' person would speak: I went to the cinema yesterday.
3rd Person: Anthony Bourdain went to the cinema yesterday. (When it is Anthony Bourdain speaking).
'Weeding out all the red M+M's' means removing all the red M+M's from a pack or bowl of M+M's (M+Ms are a type of sweet). This is a famous demand of celebrities who are considered hard to please, what some might call a 'diva'.
With the last one, I'm not so sure.