This sounds like a funny question because who would ever send themself a spam email? What you really received is a "spoofed" message. It's actually easy to alter an email to change the "from" address to make it appear that it's coming from someone else. Basically a forgery. (This is one of the reasons that if you use a spam filter, you shouldn't necessarily safe list your own address.)
Technology Advisor Blog
Twice in the past month we received panicked calls from clients - "Help! Our email stopped working and we can't get any emails!" It turns out in both cases, the problem was the result of someone making updates to a web site and making unintended changes to DNS.