You can delegate to yourself:
- Enter the delegates app, and if necessary connect it to your wallet.
- Click your address in the top right corner.
- Click the icon to copy the address.
- Click delegate to anyone.
- Paste your address and click Delegate.
- Confirm the transaction in the wallet.
Note that delegation only becomes effective the next time the snapshot site takes a snapshot to see how many votes each delegate has. This happens at the start of every voting cycle, so every three weeks.