Can you mail something to yourself while at Disney?

Technically yes, you can mail anything to any of the Disney resorts. The labeling should be as mentioned in this Mom's Panel post:

https://disneyparksmomspanel.disney.go.com/question/disney-resorts-accept-packages-online-retailers-amazon-299733/ 

You'll find the hotel addresses here:

https://touringplans.com/walt-disney-world/hotels/addresses

Be warned that you may be charged a handling fee when you pick-up your packages at the hotel.

Also note that having alcohol shipped to your hotel may be trickier because it can be illegal to ship alcohol across state lines. If you order from an online retailer, that is fine, but as an unlicensed individual it may not be. Do so at your own risk.