You're unable to send mail to other characters on your account. However, the [Bank](http://wiki.guildwars2.com/wiki/Bank) is an account-wide stash that is shared by all characters on one account. You can transfer items that way.

As a *workaround*, you could mail something to a friend/guildie, and have them mail your item(s) back to you. This mail can be opened on any one of your characters.