Strange loops often involve violation of hierarchies, in which (for example) a computer program (rather than a person) writes computer programs. This, by itself, is not enough to be a strange loop (it's merely self reference, and is common practice for a compiler). But it would be a strange loop if a program were to produce a new version of itself.
Strange loops are frequently intriguing or even humorous. A sketch on Late Night with Conan O'Brien once had Conan (seemingly spontaneously) become upset with a cue-card holder and tell him to leave the set; immediately, the cue-card holder was shown, holding a card with Conan's "you'd better leave" line written on it.
The concept of a strange loop was proposed and extensively discussed by Douglas Hofstadter in Gödel, Escher, Bach.