Self-Hosting
When an application is self-hosted, it means that all or parts of a particular instance of a software is maintained by a user of the said software, as opposed to by the entity that initially created it.
For example, when you download a copy of the Mastodon software, upload it to a server, go through the initial setup (including registering a domain name), you are engaging in the act of "self-hosting" the Mastodon server.
On the other hand, if you don't intend to go through the trouble of hosting a Mastodon instance yourself, you can instead use Mastodon's flagship instance, and you therefore are not engaging in self-hosting.