This is a great question, and one that will never be answered by scientific naturalism. The current worldview assumed by scientists is that the "natural" and "material" is all we have and all that can be used to explain everything.

Unfortunately, while this does form a powerful basis for truth in the empirically observable, it completely shatters and is horribly faulted when one tries to explain the unempirical and unobservable with only what you have. It is an extremely powerful assumption (based on faith in a worldview) that the domain of the metaphysical is purely explained by the physical (the laws of physics and the material)... In your case, where does this concept of mind, self, and consciousness come from? It's clearly powered by a physical entity (the brain), but the "self" is also clearly not a physical entity.

There is absolutely no proof that the system of material thinking holds water in other domains such as the metaphysical, so most of what scientists think about the mind and self come out of some seriously convincing bullshitting. They really have no clue how it arises, and it will never be explained unless we manage to re-create a conscious entity ourselves.

With that in mind (pun not intended), take anything you read about how the "self" comes about with a serious dose of common sense. This is where it's up to you to make a decision, because the scientists (while sounding smart), really have no more clue than you do =)