Ich möchte das eigenstängig/selbstständig lernen. => This means that you learn something on your own without any help. Like in self-learning. Ich möchte das selbst lernen. => This can mean the same as above, but it can also mean that you made the decision to learn that, not your teacher, father, whoever. Ich lerne selbst Deutsch. => This can mean the same as above, but also "I learn German, too". So if you want to be clear: Ich lerne eigenständig/selbstständig Deutsch.