need help on the following sentence

I have an email-penpal friend sending this to me, I don't quite understand this sentence.
独学で勉強してることがおかしいと思われるなんて失礼だと思った

does it mean she felt it's funny/awkward to study alone?

Not quite.

[{独学で勉強してることがおかしい}と思われるなんて]失礼だと思った

- I felt it was rude that [it would be considered that {studying alone was strange}].

To put it on a more natural English,
- I felt it was rude that someone would consider studying alone was strange/not right.
- I am offended that someone would think that studying alone was strange/not right.

So apparently she is studying something on her own, but someone must have said something to the effect that studying alone didn't sound right, and she didn't like that comment.

I'm still learning my Japanese as well..

but i think someone in this group can help (see below)...they got alot of native speakers there that are bilingual with Japanese and English, and thats how I'm getting by right now...haha

I find with Japanese...there's alot of HIDDEN context in the words and meanings...tricky tricky

http://www.meetup.com/Tokyo-Japanese-Chat-yurika/

I find with Japanese...there's alot of HIDDEN context in the words and meanings...tricky tricky
But nothing is hidden in the sentence OP mentioned, he/she just failed to get the structure.