Our brains treat self-related information as high priority. For example, even in a noisy room, we can easily notice when someone says our name. But at what stage does this special treatment occur—early, unconscious perception or later, conscious understanding?
To find out, we used a behavioral priming task. Participants had to decide whether names or other identity-related items shown on a screen were related to them or someone else. Just before each item, we briefly showed a “prime” that either matched or didn’t match the target—based on either visual features (like two names) or meaning (like a name and a surname). Sometimes, these primes were masked to block conscious awareness.
We found that self-related information had the strongest effect when the primes were unmasked and visually similar. This suggests that our brains give priority to self-related content mainly during conscious and perceptual stages of processing.
Full text:
Tacikowski, P., Ehrsson, H. H. (2016). Preferential processing of self-relevant stimuli occurs mainly at the perceptual and conscious stages of information processing. Consciousness and Cognition, 41: 139-149. (PDF)

The participants' task was to decide whether targets (stimuli appearing at the end of each trial, see orange triangles) referred to themselves or another person. (A) In perceptual priming trials, primes and targets belonged to the same category, e.g., name–name, surname–surname, as indicated by orange circles. (B) In semantic priming trials, primes and targets belonged to different categories ,e.g., name–surname, date–name, etc. (C) As intended, masking significantly hindered the conscious processing of primes. (D) We found that perceptual priming, but not semantic priming, was stronger in the self than in the other condition. (E) We also found that self-priming was significantly stronger than other-priming but only during unmasked trials.