In general, building a sense of self is just about paying attention to what you think, what you feel, what you prefer, what you like and dislike -- and then honoring that in action (e.g., expressing it, acting on it, whatever). It's not about specific exercises so much as about self-reflection (so that you know what you think/feel/like/prefer) and then having the courage to follow that. You like it, you do it. Don't let other people throw you off. Hold to what you think/feel/want.

It's also important to learn your codependent patterns, so you can catch them and stop them.

You will feel as if you're selfish. We all do, because we're so used to pleasing, accommodating, trying to "get it right," adapting to others, etc. ACA's are among the people least likely to be selfish (although you do run into some genuine narcissists, sometimes). You are doing things that you like, that you want, that are important to you -- that's not selfish, that's just behaving in your best interests (which no one did for you growing up, so it feels weird and like you're stepping out of line when you do it).