One of my friend tell me that I need to send my coin into myself. If so, do I still need to pay the fee?
Each transaction needs a fee to be propagated through the network and to be finally included into a block.
The answer is yes, you need to pay a fee when sending to your own address.
You need to occasionally (when the fees are low) consolidate your inputs (see LoyceV's link). You will need to pay a fee for this transactions, but it will be the minimum fee (1 sat/B).
And once the transaction fee rises, you'll benefit from a smaller transaction size since you only have 1 UTXO instead of X.