Good Luck.
References :
http://www.hypnoticplanet.com/self_hypnosis_instruction.html
http://www.hypnoticplanet.com/self_hypnosis_techniques.html

Also, you can just breathe slowly and deeply, giving yourself the suggestion that you will get more relaxed the more you breathe in this fashion. Another method is through visualizing yourself at the beach, in the mountains or the country, whatever is most serene for you. You probably have heard of these techniques as well.

Your question seems to be how to explore the subconscious once you are relaxed. There are many things you can do, and I am not sure exactly what you looking for. One possibility is age regression. This can be done different ways. Let’s say you are 30 years old. You can start recalling incidents in your late, middle and early 20s. Continue back through your teenage years and even into your early childhood. What lessons can you learn by your early experiences?

You can also age regress by walking down a hallway and seeing different doors with numbers on them representing the years of your life. Your might feel drawn to a door marked 16. Going into that room you can see and re-experience events when you were 16.

Therapeutically, if you suffered from depression, for example, you can guide yourself back to the initial event(s) that caused your depression. There are different techniques for dealing with that initial depressive event so that you can let go of that past trauma and overcome your depression. This whole topic is complex and I can only give you a general picture of this procedure.

On a positive note, if you want greater confidence, you can picture yourself having that confidence while you are in trance. You can also picture someone who does have confidence. In trance, you can "jump into their shoes" and feel what it is like to have their confidence. Alternatively, you can move a year or so into the future, when you do have that confidence. The "future you" can guide you toward achieving that goal.

When I use a phrase like "picture yourself," please note that the more vividly you re-experience that past or future event, the greater result you are likely to get.

When you are more experienced with self-hypnosis, you can go into trance and ask your subconscious a question like: What are my special talents that I was never conscious of? Maybe one of the most advanced questions is very general, for example: What is something I really need to know about myself? A tough question (if you were really sick) would be: Can I use my mind to overcome this illness, or do I really need medication?

The answers to your question are complex and can’t be fully addressed on YA. There are hundreds of books devoted to hypnosis. These range from the superficial to the mediocre to the excellent. If you want to, go to amazon.com, and just type "hypnosis" in the book section. You could spend hours looking through books and reviews of them. I hope this points you in the right direction.
References :