Self-experimentation is exactly how smart people get pulled into homeopathy or naturopathy, for example. It’s what makes them often more likely to fall for superstitions and odd ideas. The smart person’s self-identity means they can’t believe their own psychological biases are fooling them.

Don’t self-experiment with psychological hazards! I can’t stress this enough!

There are many classes of problems that simply cannot be effectively investigated through self-experimentation and doing so exposes you to inflicting Cialdini-style persuasion and manipulation on yourself.