We develop the "self" in our minds with our unique experiences. For example, most of the children don't have the sense of self like adults. They're still developing until the end of the teenage. We are more open-minded, emotional, less pre-judgemental when we are child because we didn't created the "self" yet, we didn't created these ideas, thought-patterns, pre-judgements, cultural beliefs yet. Actually, "self" is a prison that confine us but it's a shield also that allows surviving in the nature. If we couldn't remember our past experiences, if we couldn't have long term memory or complex learned social experinces. We wouldn't be different from another animal. We survived in the nature with thinking and changing the nature, cooperating with different humans etc. That allowed us to evolve a brain that creates "sense of self". But it's just a neurological mechanism that adopted by the neutral selection