In Arabic we have many variants of idiosm / adages used when something is said (usually an accusation or criticism), and one of the attendees thinks that he is being referred to and objects to that despite that the original statement did not explicitly mentioned him. So the adage goes to show that this happens only because this person is indeed doing the wrong thing stated in the original scentence. What is the English equivalent of that?
I've always thought of this as meaning "If you think a criticism was aimed at you, then it probably was", though this isn't exactly how the dictionaries define it.
The idea is rather subtle and probably deserves to go by a term simple enough, but I think there are none. It is clearly identified in modern Anglo-Saxon culture, to wit the words of this famous song. It can be said of such persons that they are self-centered, which is not too far removed from the word "vain" that we find in the song quoted just. However, a term as specific as implying also suspiciousness and guilt is missing. You might say of such people that they are self-centered, guilt-ridden persons.