|Listen||These prononouns are called "reflexive" because they "reflect on" the subject or object of the sentence. In other words, reflexive pronouns are used for emphasis.
In this case "myself" is used to emphasize "I", when Joe says, "I was asking myself the same question..."
Also, they often come after the preposition "by":
When Joe was young, he went for long walks in the countryside by himself (alone).