Super user is the only one allowed to change their own usergroup so yes if you select your user and do that it's going to do as you told it to. Beyond that I don't understand what you mean by changing everyone. It only changes the users selected (via the checkbox far left). To fix your user you'll have to manually reassign Super Users within the _user_usergroup_map table; the default group id for Super Users is 8.

You can't delete the user, but you're certainly allowed to edit your self. Joomla won't stop you either within Joomla user manager. Just be careful with what you're doing when doing batch operations.