Ponyboy says this in reference to his thought that his older brother Darry does not love him. He says,
Darry thought I was just another mouth to feed and somebody to holler at. Darry love me? … I don't care, I lied to myself, I don't care about him either.
What Ponyboy means when he says that he lies to himself all the time is that he deludes himself. He suppresses thoughts that are too difficult to contemplate, such as the emotional distance he perceives as existing between himself and Darry. By saying that he does not care about Darry in response to his view that Darry does not love him, he is not being truthful with himself or with the reader. If he were honest, he would admit to himself that Darry and Soda, his two brothers, are the most important people on earth to him since his parents were killed in a car accident. He acknowledges to himself that he loves Soda. This is fairly easy for him to admit because Soda is more emotional and demonstrates how much he loves Ponyboy. Darry, on the other hand, appears unemotional and unreachable. He never shows Ponyboy any warmth or emotion that would indicate that he loves his younger brother. Ponyboy therefore believes that Darry does not love him.
Ponyboy is very hurt by this but tries to suppress his feelings about his brother and his unhappiness that Darry seemingly does not love him. By telling himself that he doesn't care about Darry, just as Darry doesn't care about him, Ponyboy is lying to himself.
Soda's enough, and I'd have him until I got out of school. I don't care about Darry. But I was still lying and I knew it. I lie to myself all the time. But I never believe me.
It becomes clear by the end of the novel how much the three brothers love one another and how much Darry's love means to Ponyboy.