To answer the op directly: I don't think people 'lie' to themselves. By which I mean we are all the heroes of our own stories, we are biased against seeing 'the bad and the ugly' (which is in turn relative to the viewer), we can at some point realise we were wrong, or mistaken, or simply an unconscious of unexamined behavior or thought pattern can be seen as unoptimal or however we want to call it.
We can run away from pain and obscure some perceptions and thoughts.
But do we really lie as in trick ourselves into believing a or b. Let's take FRAMING for example. When in a bad mood someone can 'frame' him or herself into lifting their mood up.
Is that a lie? I think it's more akin to connecting the affects from situation A to situation B, it's a 'mechanical' process based on exploiting how our brains work. But it also begs the question of the relevance of our mental states when talking about 'what is real'.
Were you 'really in a bad spot' and 'lied to yourself' into believing all was cool and fluffy? Not really.
When say, a woman is in 'a bad relationship' and lies to herself about her level of happiness. Is she in fact doing that? Or is that an external point of view (someone else's), or is it what she thinks afterwards (lets say after breaking up). etc.
Isn't it simply that our lives are complex and when putting 'words' onto it we have to simplify to a high degree, therefore the same situation from a different perspective might seem 'different' when it's all a coherent whole. No lies, just different points of views.
I think 'truth' is such a time, experience and other contexts relative term that we might need a better term than 'lying' when defining self delusion.
When you think of it most of human knowledge is a form of self delusion:
- - no we do not KNOW the door is solid, we just trust the weight of experience we have to assume it reflects an outside reality.
- - that is akin to someone hitting her foot every time she passes a furniture and assuming it's a universal human reality that everyone will hit their foot on that same furniture. The fact that 'door solidity' is far more reliable doesn't make it different in essence.
- - Don't get me started on religion: whether god(s) exist or not I don't think we can honestly say that there's anything objective or reasonable about people believing that THIS BOOK is so special everything it says is true but all the other books are just fantasy. Including some or all other books stating they are the only real book about real miracles no one alive has witnessed/that fall into normal statistical variation.
- - no colors are not 'real' they're perceptions. A tool hard-coded into us. We're not lying to ourselves about redness, it's just how we perceive it.
- - every human being tends to believe they are somewhat special. Everyone knows only entps are special.

- - superstitious / magical beliefs with no basis in experience (being 'afraid in the dark' doesn't mean there are invisible ghosts out to get you)
- - no you don't 'always miss the bus', the bus arrives regularly. It's not out to get you.
- - there is no 'pattern' in the slot machine generally. It's designed to play on your biases to keep you p (l) aying.
- - etc