I can't really "tell" someone how to perform self hypnosis. I believe that each of us is different and we have different ways of doing things. What may work really well for me, might now work just right for you. So I'm just going to give you some ideas and best practices to help you.
I personally like to be "guided" in hypnosis. By that, I mean I personally like to listen to some type CD or MP3 that basically walks me through the hypnosis session. I can create my own recordings, but I have to admit that I don't like listening to myself. I spend more time paying attention to how I sound or how I "didn't say that word right". In the end, I don't get as much out of those sessions as I should. Of course I can always create a script or buy one and modify it to fit my needs, then have my wife or someone else read it for my recording. I've done that before. But these days I don't do as much hypnosis as I do meditation, so thats a little different.
So "where" should you do your self hypnosis? Well...the good news is that you can really do it anywhere. Especially after you've done it a few times and entering the hypnotic state becomes easier. Let me add this disclaimer though: YOU SHOULD NEVER PERFORM SELF HYPNOSIS WHILE DRIVING A VEHICLE OR DOING SOMETHING THAT REQUIRES YOUR FULL ATTENTION! When you hypnotize yourself, you will be in a very focused state. But if that focus isn't on driving your car, then you could find yourself in an accident. Save your hypnosis sessions for a time when you don't need to be alert to your surroundings.
If you're doing hypnosis without a recording, you should write down what it is you're trying to accomplish with hypnosis. An easy way of doing this is to write down some positive "affirmations" that relate to whatever changes you would like to make. For instance, if it is your goal to lose weight, some affirmations might be, "I can now visualize myself at my ideal weight", "I enjoy foods that make me thinner", "I enjoy being healthy", "My heart works more efficiently as I lose more weight".
Hypnosis works best when you use as many of your senses as possible in your visualizations.
And you want to focus on one goal. Don't try to lose weight, quit smoking and become a better public speaker, all in the same session. You will get much more out of it if you focus on just one positive change.
Starting out, I recommend you find someplace where you won't be disturbed. No kids, no pets, no ringing phones, etc. I can assure you that a phone ringing right when you hit that "zone", is enough to make you pretty angry! A comfortable chair works well as does lying in bed or on a couch. I will often put on some soft, relaxing background music.
The Induction - I like to pick out a spot on the wall or ceiling and focus on that spot. You can blink, but try to keep your eyes on that one area. As you do this, take 3 or 4 deep breaths. Hold your breath for a few moments when you inhale. As you exhale, feel the tension leave your body along with your breath. Feel your body and limbs just relax and sink down into whatever you're sitting on or lying on.
After you take a few deep breaths, close your eyes and picture or imagine some place that really makes you feel very happy and very safe. It doesn't matter if it's some place that you've been before or perhaps some place you'd like to go. Just go to this special place in your mind. This place will be used in future self hypnosis sessions, so pick some place that you really enjoy.
As you're imagining this special place, use your senses to "see" the area in your minds eye. "Smell" any smells that are exclusive to the area. What do you "feel"? Can you "hear" anything? Can you "taste" anything? For instance, if your scene is a beach scene, you might be able to see the ocean rolling in on the beach. You might feel the cool sand on your toes or the mist coming off the ocean. you might be able to smell the ocean or suntan lotion. You hear the waves crashing up on the beach and can hear seagulls as they fly overhead in search for food. You might even be able to taste the saltiness of the ocean. When you use your senses, this place will soon become very real and you'll be able to go back there easily, anytime you wish.
After spending a few minutes of enjoyment in your new favorite place, it will be time to start thinking about those affirmations you came up with. Think about those affirmations and what they really mean to you. Again, try to use as many of your senses as possible, to really "live out" those affirmations. If you want to lose weight, "see yourself" at your ideal weight...and really picture that in your mind!
Take as much time as you need to, to think about those affirmations. 5 to 10 minutes should be sufficient.
Now it's time to emerge from the trance. Repeat to yourself, "I'm now feeling refreshed, wide awake and alert to my surroundings". Slowly open your eyes. It can also be good to rub your hands together several times until you generate a little "heat energy", the massage your face up alongside the bridge of the nose, up to the forehead, over the eyebrows and down the side of your face.
So this is just a suggestion on how you might perform self hypnosis.