No, everyone in the first world doesn't have equal access to those things, even within any given country, and the people described as "self-made" disproportionately come from the segment with better-than-average access to them.

I think you may be attaching way too much meaning to the definition of self-made, or perhaps haven't actually looked up the definition. It doesn't mean that someone was able to succeed in a vacuum.

I'm not even discussing the definition of self-made, I'm pointing out that, in fact, the claim made upthread that access to certain things is universal in the first world and they the self-made vary from the norm in other ways simply is (1) based on a false premise, and (2) is not accurate of the situations where the term is used, even accepting that the proposed definition is exactly what it is meant to convey.

Which countries in question do not provide roads, public education, police, military, and fire fighting services to the population at large?

How can we discuss where the term is used inappropriately without discussing what the term means?