Most people who self release, tend to release more than one thing by themselves. This means a series of EPs, albums, singles or at the very least more than one.
If you are planning this, it would be a wise move to consider creating some sort of label to release them on. It may be “self-released” but it is a good idea to still use a name for the entity which will release the music. It will make more sense when you get to the distribution stage and will help you group releases if you are releasing to Beatport, iTunes or other larger stores.
For now, you can get away with only creating the name of the label, and think about a catalogue numbering system, but it would also be worth thinking about whether you want to officially register your label, get ISRC codes, and everything else associated with running your own label.
[I cover all you need to know about the official paperwork and legalities in my *How To Start Your Own Record Label* course]
If you decide against your own label – you may still need to use your own name or producer name as a “label” at some stages of this process.