A self-hosted wallet is a Bitcoin wallet where you control the private keys yourself. This means that you and only you have access to your Bitcoin.
Examples of self-hosted wallets:
Hardware wallets (Trezor, Ledger, BitBox)
Software wallets (BlueWallet, Blockstream Green)
The Coinfinity in-app wallet
The Coinfinity card wallet
The opposite of this is a custodial wallet. Here, your Bitcoin are stored by a third party β typically crypto exchanges, but some software wallets are also custodial wallets (e.g., Wallet of Satoshi). You trust the provider to keep your Bitcoin safe.
The most important difference: with a self-hosted wallet, you have full control. With a custodial wallet, you trust a third party.
Don't forget: not your keys, not your coins! π