At the end of chapter one, Ponyboy reflects on his difficult relationship with Darry after having confided in his other brother, Sodapop. Ponyboy tells himself that he doesn't care about Darry or what his older brother thinks, but then he confides:
"I lie to myself all the time. But I never believe me" (18).
Ponyboy's inner monologue reveals his coflicted feelings about Darry. He wishes he could just be indifferent to the way Darry treats him, because then he would not feel so badly. Ponyboy genuinely hurts because of his strained relationship with Darry, so he tries to pretend he does not care. Ultimately, Ponyboy recognizes that he really is just lying to himself. He does care about Darry and wants a better relationship with his older brother.
Ponyboy says (thinks) that line to himself at the end of chapter one. He has just finished introducing the reader to the members of the Greaser gang and his brothers, Sodapop and Darry. The final paragraph is Pony trying to convince himself that he only cares for Soda, because Soda is the only brother that cares for him. Ponyboy is trying to convince himself that Darry doesn't care for him or love him, because of how hard Darry is on Ponyboy. Despite all of the attempts, Ponyboy knows that he is lying to himself about Darry. He knows that Darry is hard on him, because he loves him. He knows that if Darry truly didn't care about Pony, then Darry would most likely just completely ignore anything and everything having to do with Pony. So to try and ease some of the hurt caused by Darry being hard on him, Pony unsuccessfully tries to convince himself that he doesn't care about Darry.