Personally, I find very difficult to massage myself, let’s say I want to relax my legs: Mi have to stiffen my arm to apply the pressure, then my chest and abdomen and push onto the leg. It’s very difficult to let the leg relax while the rest of the body is stiffening. If you don’t relax the part of the body, the massage won’t penetrate the first centimeter of the body. Muscles must be relaxed in order to let the pressure go deep.

Plus all the right things o saw in the other comments.

Still, self massage is possible but the best way is to use objects and rest your weight on them.