To "sell yourself" means that you acted like a salesperson and you sold a product or service to YOU.
It means that you convinced yourself; you sold a product/ an idea to yourself.
You can also say 'he's sold on the idea", meaning that he is convinced of the idea, so he is committed, he believes in it. It's like saying 'he sold the idea to himself' or 'he sold his time/his soul to that idea/cause'.
So, 'sold yourself on taking that path...." means that you convinced yourself (you sold that idea to you, yourself) and you have bought it (the idea) and that you believe in it.