First time ever doing this... Let's me take a wack out of this one. Don't actually take anything I say here seriously though, its just my own opinion. Okay, here we go!
Original Characters VS Canon Characters
So lets say I have a banana split sundae having all its original flavors in it like: bananas, three flavored ice cream (vanilla, strawberry, and chocolate) chocolate syrup, whip cream, nuts, and a cherry on top. There my friend, is what we like to call as a Canon Character. When speaking of canon, it automatically suggest as a "official" character. Meaning whatever flavor he had on the "official" banana split you made you can't change it. It is what it is. It is offical. But once you add more to the banana split something that would most likely fit to your own flavor... like say I wanna add some chocolate chips, cookie dough and sprinkles! Its not an official character anymore and has become somewhat your original character to the once official character. Once you add something new into the Canon character, something you most likely want that character to have, its not anymore called a Canon Character but an Original Character you made.
Self-Insert & Mary Sue
Is what I'd personally called the Self-Absorbed you. So you want to escape from your not so awesome real life self and want to write about yourself in a way that YOU want yourself to be, which can be dangerously close to being a Mary Sue. I want to be this perfect person who does things perfectly and, not one thing I am doing is wrong and, is absolutely perfect! Everybody here is going to love me! And notice me when I am sad or happy or upset! Everything is about me, me, ME!!---oh, shut up! So annoying you are! You are such a Mary Sue! Spare me your not so perfect life stories, it not like your the only one who's life isn't going the way you wanted. At the very least, I can accept the fact that my life suck and not self-insert my miserable life to others and hope that they would take pity on me, I have more self-respect than that!
Bottom line is, self-inserting yourself wouldn't actually give you the result you'd wanted. There is a fine line between wanting someone to take notice to you and annoying them because of the fact you want them to notice you. Not all people would take lightly to Mary Sues, dollface, I know I won't.
But if you'd really want to self-insert yourself that badly as something to help you out psychologically then write it in a private journal or something? Spare them from your Superman powers! Remember, even Superman has his Kryptonite. He has come in terms with his own weakness, so why can't you?
Intellectual Property
Pfft... Put me inside a room with ten other people and give us the same kinds of subjective elements? I tell you, 8 out of 10 people could give you the same backstory they had while they were trying to "think" about it. You might be thinking its orignial since you thought it first, but I hate to break it to you honey, its not. Your brain works in mysterious ways.
So let's say you have watched a movie some time ago, it was a great movie but sort of forgot some bits and parts of it as time past. And here you are now, wanting to write about something... Your thinking... Your thinking... Your still thinking... Then you go decide to listen to some songs. Your thinking again while listening to a familiar OST then bam!! inspiration! A perfect character was born! So you write it down earnestly and once your done you rejoice cause you've out done yourself this time! But something is wrong here. Your spider sense is somehow tinggling. Something wasn't right, so you try to solve the mystery and--holy smokes, Batman! Its Catwoma--I-I mean a copy cat! Its that no good copy cat again! Stole MY idea! Oh, zoingks! Its another one!? Scooby Doo!! Where are you?!!!!! And you suddenly ended up catching more copy cats than you should.
And why is that, you ask?
Well, its elementary, Watson, old boy. Its simply because, you must have seen the same movie like the ones that you think were copying you.
What?! I don't even remember any of it anymore! It happened so long ago?
Now, now, Garfield, just because you can't remember the entire thing that happened in the movie you watched doesn't mean you completely forgot about it. Remember when you were listening to one OST music that gave you inspiration to write your "original" character? Turns out the music you were listening triggered something in your brain remembering something that you think you thought about it which wasn't all that you thought that you think. It was a hidden memory in your brain that you thought was your own character but really, was something you remembered watching about, reading about and had known someone in your past that you may have forgotten.
So tell me, who's copying who now?
Self-Expression Via Alternative Personas/Fursonas
Pretty much Minbit hit it off the bat. No need for me to further explain things. But if you want me to. The more realistic-believable-oh-my-God-he-bleeds-he-is-indeed-a-human you in a atlernative universe. Need i say more?
Thoughtform/Tulpa
...I guess, people likes to pretend they are Harry Potter?