Doing something self-consciously means feeling insecure and slightly embarrassed while you do it. If you're shy, you may find yourself standing self-consciously in the corner at a party, waiting for someone to talk to you.
Anything that's done self-consciously comes with too much awareness of the way you appear. A young teacher may self-consciously clear his throat before speaking, worried the class won't take him seriously. The winner of a big prize might blush self-consciously as she rises to accept it, knowing all eyes are on her. Whenever you're a little too conscious of your own self, you're bound to act self-consciously.