Self-help is the business of helping people help themselves. Stuart Smalley is a fictional self-help guru whose advice is to say this daily affirmation: “I’m good enough, I’m strong enough, and doggone it, people like me!”
You can use the term self-help for any improvement you help yourself make, but it's often used for the industry and culture of self improvement programs. You can buy self-help books or attend self-help groups, some of which can provide emotional support and great ideas for helping yourself. You might start a self-help practice to become a better listener, or to try and eat less refined sugar, or to understand why you feel blue in the wintertime.