Working for yourself also means you are your own boss so therefore you are responsible for whatever income you make, you do not depend on anyone to pay you salaries before you can survive. You also determine how much you charge for any job you do and you are in total control of what ever happened to you in anything you found yourself doing.
One of the sweetest things about working for yourself s that you are not pushed or force to do whatever you don't want to to.
The benefit that is more precious to me is that fact that you have time for other things life has to offer which creates more opportunity for growth and development. When you explore you see other opportunities in diverse areas and how you can partner with other big business to push collaborations and expansion.
Time is the most important thing a self employed person enjoys in his business, if you have are business of your own you determine when you resume and when you close and out have all the times to take care of other important things that will be beneficial to you and your business.
If it's possible for everyone to be self employed to have the feeling of freedom it would have been nice but many seems comfortable working under the big bosses because of lack of funds to establish their own business.