What distinguishes human beings from other living organisms is that a human perceives himself as a "self". The self is developed hierarchially in a multi-layered process, which is based on the evolutionary maturation of the nervous system and patterns according to the rules and demands of the external world. Many researchers have attempted to explain the different aspects of the self, as well as the related neural substrates. In this paper, we first review the previously proposed ideas regarding the neurobiology of the self. We then suggest a new hypothesis regarding the hierarchial self, which proposes that the self is developed at three stages: subjective, objective, and reflective selves. In the second part, we attempt to answer the question "Why do we need a self?" We therefore explain that different parts of the self developed in an effort to identify stability in space, stability against constantly changing objects, and stability against changing cognitions. Finally, we discuss the role of the cerebellum as the neural substrate for the self.