Were you surprised to receive a mail sent from your own e-mail address? Obviously, anyone who is not aware of this concept of self-spamming will be surprised.
It is not because the sender wishes to spam other people all over the world using your name or identity. The spammer is interested in hiding his own identity. This is known as e-mail spoofing. To do this the sender manually creates the e-mail header and chooses the information to be included.
Most humans would open such a self sent mail out of curiosity. They would not just read the mail but also click a hyperlink in it. This practice is founded on human psychology. The spammer may want you to buy his products. But that is not the only end which such spammers have to meet. Once you open such a mail and click on the hyperlink in it, they get an acknowledgement that they have found a live account. Then they sell your e-mail address to other spammers who get a tried and tested audience. This makes spamming easier and fruitful for them.
One way of stopping such e-mails which are sent to us by ourselves is to use suitable mail filters.