I'm to a native speaker so take what I say with a grain of salt, but to be proud means to feel satisfied because of someone of something. Let's say you have just found a cure for cancer, in that case you fried could say "I'm proud of you!".
The word "selfish' has a negative connotation to it, it means to act in a way which benefits you, so you only do what’s best for you and disregard others.
I hope I’ve helped you a little bit