MYSELF, etc. are pronouns that can be reflexive or emphatic.

REFLEXIVE PRONOUNS
When the subject and the object of the sentence are the same, we use these pronouns for the object.

John is washing the car
Subject (who washes the car?) = John
Object (what does he wash?) = the car

John is washing his face Subject = John / Object = his face
John is washing himself Subject = John / Object = John

I saw a cat in the window S = I / O = a cat
I saw myself in the mirror S = I / O = I

She cut a piece of paper
She cut her finger
She cut herself when she was cooking

EMPHATIC PRONOUNS
We can also use these pronouns to emphasize the subject, because the subject is important, or because you think it is important that the subject did it with no help.

I repaired the car myself no help. I did it, not a professional, it was me, ME, I feel very proud!
The queen herself came to my house! It was a very important visit, the queen!
It's cheaper if you do it yourself It's cheaper if you do it, not another person, but you, you alone, with no help.
Julia Roberts herself was there She's an important person (famous), and she was there.

BY MYSELF = Alone, withour help or company.
- She painted the house by herself
- She lives by herself

ALL BY MYSELF = (emphatic) Completely alone, all alone.
- Little Tommy decorated the Christmas tree all by himself!