Validating a sequence of points as a convex hull I'm familiar with the classical convex hull calculation algorithms. The lower bound for computing the CH of a set of points $P$ is $n\log(n)$. 

However, what if I'm given a sequence of points and told they form a CH? One check is to "walk the points" in order and check for "left turns" (CCW). However, this doesn't handle the case of self-intersections (you could imagine a counter-example that "winds around starting from the center" making only CCW turns. 

I've been told this "validation" can be done in $O(n)$ time, but to check for self-intersection naively, I see $O(n^2)$ time.

My next thought is to run Graham's Scan. Since the points are presumably on a CH, it takes $O(n)$ to find the lower left point, say $p_0$, and from there, I THINK you can guarantee that all points $p_1, p_2,\dots,p_n$ are already sorted by angle between $p_0$ and $x$-axis. As you move the three-point-window forward along the hull, the points ahead are still properly sorted. The reasoning for $O(n)$ then follows per normal reasoning for Graham's scan, minus the need for $O(n\log n)$ sorting.

1) Is my assumption, in bold, correct? 
2) Is there an easier method that wouldn't involve running Graham's scan?
The answer is easier than you think. As you remarked you should check if you take always CCW or CW turns. But of course, this might result in a curve that is self-intersecting. But you can detect this easily, just sum up then angles of the "turns". Since your curve is closed this angle sum is a multiple of $2\pi$. If it winds up exactly once it does not self-intersect. In this case the angle sum is $2\pi$. Thus you are left with checking, if the angles sum up to $2\pi$.

See this paper for analogues in higher dimension.

Interestingly, in the smooth version (CCW turn is here positive sectional curvature), for a 1d curve you still have to check the winding number, but by an old theorem of Hadamard,  if higher dimensional (immersed) manifolds have positive sectional curvature everywhere, then they enclose a convex body.