Can you die from piercing your own septum?

Honestly, anything is possible. Piercing yourself is never a good idea. You cannot do or buy anything that will make a needle sterile enough to stick into your body for piercing. An autoclave is needed for sterilization. If you use a dirty needle you run the risk for infection, which can get nasty if it is allowed to progress.

Your best bet is to pay a piercer. That is why they go through training and that's what they are there for. It is also 100% more healthy in the long run.

Good luck!