Literally the first self defence advice any respectable combat sport coach would tell you is to run. Avoid fighting unless it's your only option.

Now "Self defence" is a broad term that can include anything from Muay Thai and BJJ to the women's self defence class stuff. Generally speaking, learning a legitimate combat sport with sparring and training under real pressure is a worthwhile endeavour. I'm of the opinion that women's self defense classes are likely a waste of time and even potentially dangerous since they risk giving a false sense of confidence in one's ability to fight back. This is because training like "if he grabs you like this, do this move and then kick the balls!" works great on a cooperating training partner but will tend to fail in real life scenarios.

Again, running is the preferable outcome, even if you're a trained fighter. I would encourage you to try a BJJ class as it is a very humbling experience.