This seems to be an important part of the song:
"Could It Be Really Me,
Pretending That They're Not Alone?"
The man in the mirror is the invisible entity of indifference and selfishness. MJ is asking whether his indifference to other people's struggles are really of his own construction. Flipping up his collar and walking past the homeless people, hungry kids, etc., may not be a behavior that is distinctly Michael, but rather one that pervades the society in which he finds himself. In consideration of Lacan's mirror stage, MJ's perception of the "I" comes in conjunction with his experiences with the others: the obligatory object of his sympathy, but also the cause of his indifference. There is a system of negligence, of ignoring the troubles of the world as long as those troubles aren't personally experienced. The man in the mirror is as visible as our abilities to recognize our indifferences. Therefore the man isn't just MJ, it's all indifferent people on this earth.
This point is furthered when we realize that MJ has a purpose for making this song. Present a situation where you feel sympathy where before you haven't, and present the best way to deal with it:
"If You Wanna Make The World A Better Place
Take A Look At Yourself, And Then Make A Change"
He's not singing to himself necessarily, but to the audience members who are unaware or uncaring of other people's troubles. The song is not meant solely for himself, as the man is not just MJ.