Did Buddha ever think about himself?
Thế self Buddha mentioned in “ No self “ is a unchanged , everlasting , pẻmanent self . Thế self everybody are clinging is a temporary self . We have many lifetime , for each lifetime we have each self . So via many lifetime we have many different self depending on our past karma , our background of that life . 
Self is delusion , we have been reborn because we attache to our self . Immediately after enlightenment , the Buddha uttered this pane of joy : 
Through many a birth , I wandered in samsara , 
Seeking but not finding , the builder of the House 
Sorrowful it is to be born again and again 

The architect was craving or attachment ( tanHà ), A sẽ
Self- created force , a latent element in all . The rafters of this self-created house is defilement ( kilesa ) - the ridge pole that support the rafters is ignorance ( avijjà) , thế root cause of all defilements . The shattering of the ridge-pole of ignorance by wisdom results in complete demolition of the house . With the demolition of the house , the mind attains the uncondition which is Nibbãna 

Oh house builder ! Thou art seen - 
Thou shall build no house again , 
All thy rafter aérea broken .
Thy ridge - pole is shattered 

My mind has attained the unconditioned .
Achieved is the end of Craving .