Etymology
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self- 

word forming element indicating "oneself," also "automatic," from Old English use of self (pron.) in compounds, such as selfbana "suicide," selflice "self-love, pride, vanity, egotism," selfwill "free will." Middle English had self-witte "one's own knowledge and intelligence" (early 15c.).

OED counts 13 such compounds in Old English. Middle English Compendium lists four, counting the self-will group as a whole. It re-emerges as a living word-forming element mid-16c., "probably to a great extent by imitation or reminiscence of Greek compounds in (auto-)," and formed a great many words in the pamphlet disputes of the 17c.

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auto- 
word-forming element meaning "self, one's own, by oneself, of oneself" (and especially, from 1895, "automobile"), from Greek autos, reflexive pronoun, "self, same," which is of unknown origin. It also was a common word-forming element in ancient Greek, as in modern English, but very few of the old words have survived the interval. In Greek, as a word-forming element, auto- had the sense of "self, one's own, of oneself ('independently'); of itself ('natural, native, not made'); just exactly; together with." Before a vowel, it became aut-; before an aspirate, auth-. In Greek it also was used as a prefix to proper names, as in automelinna "Melinna herself." The opposite prefix would be allo-.
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se- 

word-forming element in words of Latin origin, "apart, away," from Latin se-, collateral form of sed- "without, apart, aside," probably originally "by one's self, on one's own," and related to sed, Latin reflexive pronoun (accusative and ablative), from PIE *sed-, extended form of root *s(w)e-, pronoun of the third person and reflexive (source also of German sich; see idiom).

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