How do you say "myself" in Korean? As in, "I taught myself how to ride a bike."

Question

Answer

You can use the following,
독학
스스로

저는 자전거를 타는 걸 스스로 배웠어요
I learned to ride by myself

저는 한국어를 독학으로 배웠어요
I learned Korean by myself.

Answer

^ his answer is correct, but I will add another option.

I would use "혼자서" because two words what he said are kind of formal vocabulary.
"혼자서" is more casual and common to use as "myself".

난 자전거 타는걸 혼자서 배웠어. (informal)

저는 자전거 타는걸 혼자서 배웠었어요. (formal)

Answer

All the previous answers are great! and I would like to add

"how to"  you can say "~ 걸/or 법(을)"     Make sure to know that 걸 = shortened form of 것(을)

저는 자전거(를) 타는 법을 혼자(서) 배웠어요.
저는 자전거(를) 타는 걸 혼자(서) 배웠어요.

and both are of course formal