I really love the message of this song, when it says, "Be your own personal Jesus." I don't get preachy on this site, despite the name. I believe that we each have our own spiritual path to follow and that if you really want to find the answers you're looking for, you have to think outside the spiritual box.
Ghandi said it best, "Be the change you want to see in the world." Personal Jesus compliments that philosophy perfectly. What it says is, stop waiting for some sort of divine savior/super hero to rescue you from the mess you made of your life, or to lead you to salvation.
Take control of your life and save yourself!