I interpret this line as Buddha telling us to be a role model to ourselves. When there is a problem, ask yourself what would I do? If you are scared ask yourself what advice would I give myself?
To be a role model to ourselves we have to live a life in which we respect ourselves. We have to prove to ourselves over time that we are someone that we can trust.
Of course, it is from God that we learn what is right and what is wrong.
To not be a light unto ourselves is saying we are erratic in our actions. We don’t always choose the correct path so what advice we give ourselves may not be trustworthy. Knowing this, can depress us and cause a dis-connect within us between who we are and who we would like to be.