I don't always take them literally.
The phrase has a couple meanings.
Sometimes, it's a plaintive existential cry to the heavens. "I'm so fat" = "I'm so dissatisfied with myself, with my life at the moment, I can't believe stuck I'm in this place & in this body."
Sometimes, it's a way of showing vulnerability to someone else. Like Rachel said, it's a bonding thing, meant to disarm the listener. "I'm so fat" = "I'm a likeable person, who doesn't think she's perfect, who's not a threat to you and isn't into the whole female competition thing, so please, please be my friend, or at least, share yourself & your human imperfections with me, the way I am sharing with you." (Whew!)
Sometimes, it's a shorthand for expressing deep doubt of oneself. That's the "fishing" thing. "I'm so fat" = "I feel inadequate, I'll never live up to my standards for myself. But maybe I'm still going to be all right & maybe that's okay ... at least, I hope it's okay ... Please give me a less biased opinion of my worth as a human being. Please tell me it doesn't entirely rest on the girth of my hips & my thighs."
Yeah, sometimes it's really literal, and it's about weight, but I really think "weight" & "fat" are often metaphors for women, and it's about more than the weight & fat.
But people aren't always that eloquent when they're unhappy, and they grab onto their weight & their fat & that stock phrase as an easy shorthand for expressing something much more complex.


