A Self You Have to Build
You are not born with a self. Iqbal's whole argument follows from that, including his claim that colonisation is a spiritual condition before it is a political one.
Iqbal's central claim about the self is one sentence, and almost everything in his work follows from it.
You are not born with a self. You build one.
Khudi gets translated as selfhood or ego, and both translations mislead, because the English words point at something you already possess. Iqbal means the opposite. Khudi is not equipment issued at birth. It is constructed, deliberately, by effort, and most people never get far with the construction.
What makes this more than self-help is where he says the building happens.
Not in contemplation. Iqbal was sharply critical of the strand of Sufism that had turned inward until it turned away, treating withdrawal as attainment and the world as a distraction from the work. He thought that had done enormous damage, and that it had helped produce a civilisation excellent at describing its own condition and incapable of altering it.
The self is built through engagement. Through acting on the world, transforming something, making a thing that was not there. His line is that the aim of the ego is not to see something but to be something, which reads as aphorism and is actually a method: you find out what you are by what you manage to do, and there is no other instrument.