Override autocomplete provided by module to not suggest current user(self)
If you look at the code in Privatemsg module, the autocomplete callback function provides a hook hook_privatemsg_autocomplete_alter(). You can use this hook and unset the current logged in user from the $matches array.

I don't have Privatemsg module installed in any of my current projects, so I cannot test it, but the following code should do it:

function YOURMODULE_privatemsg_autocomplete_alter(&amp;$matches, $names, $fragment) {
  global $user;
  unset($matches[$user-&gt;uid]);
}