One of the most common examples of "usage makes right" in modern English, self-confessed originally meant exactly what it says, someone had confessed some secret evil to themselves.
Perhaps he was not distinctly conscious that he was impelled to it by a secret longing -- running counter to all his self-confessed resolves -- to deepen the hold he had on her. The Mill on the Floss by George Eliot
That's a quotation from 1860, and other quotations from around that time display a similar usage. Self-confessed stood for something that a person could only stand to tell themselves, or perhaps, as in the Eliot, a series of internal goals, against the as-yet-un-self-confessed longing. Used in this way, the hyphenate has many siblings: self-obsessed; self-deception; self-deprecating; and dozens of others. All of them mean the plain reverse of the words: obsessed with self, having deceived self, making fun of self, and of course, our subject, confessed to self.
But a mere 30 years pass -- perhaps something more than a generation in literature -- and the usage has completely changed. Here's another quote:
So it was that McMurdo, the self-confessed fugitive from justice, took up his abode under the roof of the Shafters, the first step which was to lead to so long and dark a train of events, ending in a far distant land. The Valley of Fear by Arthur Conan Doyle.
Published in the 1890s, this sentence is the last in a chapter where McMurdo has just hinted darkly to his newly-met confederate that he is, indeed, a fugitive.
So what's the problem? Don't words change in meaning all the time? Indeed they do, and the latter usage is now the one listed in all dictionaries except perhaps the most exhaustive. The problem is that the phrase is now completely redundant, meaning no more and no less than the word "confessed".
Need proof? Here's two quotes cut from today's headlines:
Boxing: Dublin greets self-confessed failure Tyson. The former heavyweight champion presents a figure of torment, lamenting his notoriety, yet using it to tour the world to pay his debts, writes Brian Doogan. Sunday Times March 26, 2006.
Of course the initial sentence would have exactly the same meaning should it read "Dublin greets confessed failure Tyson". One more to nail this home:
A self-confessed cannibal will face a new trial in Germany from Thursday, as prosecutors seek a murder conviction for the man who killed and ate an apparently willing victim he met on the Internet. AFP January 11, 2006.
A confessed cannibal, perhaps?
Far be it from my intentions here to start some kind of style guide jihad against redundancies in English! Good heavens, we'd be here forever! But this one is just so easy to do without, and redressing it would correct over 100 years of this particular self-dash being out of line with all the other self-dashes, and so I leave it, dear reader, in your safe hands.