One thing at a time
Just as the trick to coaching is often finding the root problem, you need to find out what is that you want to remind yourself to do. Let's take beginning three turns-- there's a lot going on in a really short amount of time, so you can't say, at the start "okay I'm going to push and then up there at the top of the arc (wait, how will I know where that is?) I'm going to rotate and then when I'm backwards I'll check, and I know my arms belong somewhere and if they're wrong then the turn is a spin? or I'll fall? something? and then I'll glide." Class is over by the time you get all the way through this. Think about the skill-- push, glide, rotate, check, glide. You have plenty of time to say, and do, each of these things in order.
Of course, if you're running a program, or jumping axels, or doing combination spins, you cannot possibly pick out each thing you need to think about. So you need to focus on one or two key items-- do you rush your jumps? Then your self-talk word might be "wait." Do you bobble the landing? Say "strong." This is where you need a pair of outside eyes to spot the point at which you need to talk to yourself. If you watch certain skaters you can actually see them talking to themselves.
Keep it Simple, Stupid works brilliantly here. Say one thing, say that same thing every time you are in the same situation. Your self-talk won't help you if what you end up saying is "what was I supposed to be telling myself here?"
Self talk can also be self-destructive. If you tell yourself, "crap I always fall on the double sal" then you will always fall on the double sal. Self talk helps you set up expectations-- it can be specific instructions related to the skill but it can also be a pep talk. What it can't be is a recitation of mistakes or fears.
Eventually, you'll train yourself to do the self-talk to yourself. But when you're teaching yourself this skill, do it out loud. You'll look a little weird, but on the other hand, if everyone is doing what they're supposed to be doing, no one will be paying attention to you. By saying it aloud you can keep it confined--your thoughts are much more likely to wander than a verbal command.
Have you used self-talk? Does your or your skater's coach teach this technique?