Basically, any damage reduction on yourself is the damage you have mitigated.
Self mitigated damage must not necessarily be from your own shields and abilities, it can also be from your Allies shields and abilities or their items too. Any damage reduction whether it is from your resistances ( Magic Resist or Armor) or from your abilities ( Lux’s Prismatic Barrier (W)) or from items (Bloodthirster shield, Knight’s vow) all count towards your self mitigated damage. In simple terms, the amount of damage reduced or blocked on yourself through abilities or shields is self mitigated damage.
All Sources for Self Mitigated Damage in TFT What is Self Mitigated Damage?
