Self-studying philosophy I think approaching it in this way is probably mostly unhelpful. I think it risks reducing philosophy to yet another tool in the self-help box. I think philosophy must retain a critical attitude and character. It's not about, first and foremost, developing firm foundations on which to base the beliefs and values we hold to. To my mind, its first task should be the opposite: to understand the various ways in which much of what we believe might be very badly mistaken, and what caused us to believe those things in the first place.
That's part of the problem with at least some autodidacts whom I've talked to. To many of them, philosophy (or philosophers) who seek to unsettle or destabilise our accepted systems of thought are either useless or dangerous, because philosophy is conceived of (in the first instance) as a way of reinforcing prior beliefs. If I already believe in Empiricism (or what I think is Empiricism), for example, and my purpose in approaching philosophy is to find a way to justify that belief, then I'm not going to read critics of Empiricism, or if I do it'll be uncharitable readings, and I'll probably end up confused when I read Hume and discover that he discredits the law of causality from an Empiricist framework.
It's one of the dangers of autodidacticism: because you aren't being examined by someone with experience and expertise in the field, and because you aren't having your views, arguments and interpretations challenged and critiqued by scholars and fellow students, the risk is that you end up constructing elaborate arguments upon poor foundations to shore up your previous commitments.
Teaching yourself philosophy is possible. But it's difficult to navigate those risks. How are you supposed to be made aware of, for example, the best critiques of Kant's metaphysics if you haven't got someone who's spent decades researching Kant's metaphysics to guide your reading and point you in the right directions? It's also how you end up with those who have never actually studied philosophy at degree-level criticising 'post-modernists', 'neo-Marxists' and all the other boogeyman they've constructed in order to vilify anyone who dares to subject accepted patterns of thought to a critical lens.
That said, I generally recommend that people start with a few texts. Plato's Republic is a good starting point for at least three key reasons: It's arguably the foundational text of western philosophy; It's relatively accessible due to its conversational style; and it touches on a wide range of areas in philosophy (ethics, political philosophy, metaphysics, epistemology) which can help you figure out what it is that you're interested in and where to go from there.