The self-learning tag seems to be used to indicate that the question arose from the OP's own study rather than being assigned as homework.
In the past we had a homework tag, and I imagine self-learning was used in contrast. However, I don't see why we really need the tag now. One of the things we ask questioners to do is provide context for their question. If the fact that the question came from self-study is relevant to the OP's confusion, then that should be explicitly mentioned in the post.
Some may argue that the tag can/should be used for questions about self-studying mathematics. In that case, I think the learning tag is more appropriate as its tag wiki suggests:
Questions about the process of learning mathematics, both inside and outside a formal environment, including learning strategies, recommendations for learning particular subjects, and studying habits.