You are right to feel confused. The word “Self” is a translation of the Pali “Atta”.
Unfortunately, it doesn’t quite mean the same thing.
self (Merriam Webster dictionary)
(Entry 1 of 5)
1a(1): an individual’s typical character or behaviorher true self was revealed
(2): an individual’s temporary behavior or character, his better self
b**:** a person in prime condition, feel like my old self today
2**:** the union of elements (such as body, emotions, thoughts, and sensations) that constitute the individuality and identity of a person
3**:** personal interest or advantage
4a**:** the entire person of an individual
b**:** the realization or embodiment of an abstraction
5**:** material that is part of an individual organism, ability of the immune system to distinguish self from nonself
When it comes to the Pali “Atta”,one of the defining characteristics is the ability to exercise complete control, which is something the chosen English translation word completely lacks. See the current discussion about the meaning of the word “Atta”.