We use myself, yourself, himself, herself, itself, ourselves, yourselves, themselves when the subject and the object of the sentence are the same person.
Examples:
I hurt myself.
She taught herself Spanish.
We also use own to show that something belongs to someone.
Examples:
I have my own car. (It is my car, not a shared one.)
They have their own house.
''On my own'' and ''by myself'' both mean alone.
Examples:
I went to the cinema on my own.
He did the homework by himself.