Does Masquerade affect all players?
The Masquerade card wording is (emphasis mine) -


  Each player with any cards in hand passes one to the next such player
  to their left, at once. Then you may trash a card from your hand.


The card says 'Each' which will mean every player including the one who played it.  It does not say 'Other'

Compare this with the wording on the Witch card


  Each other player gains a Curse.


In that situation it is very specifically the other players.  If Masquerade meant to refer to just other players it would use the word other.

The card is 'passed' to a player's hand.  Note if it used the word 'Gain', it would mean it goes into your discard pile instead.