At the performance tonight, I am going to perform a jazz piece that I choreographed myself.
Myself belongs to the family of the objective pronouns along with yourself, himself, herself, ourselves and themselves. They are object pronouns that are used when the subject and the object are the same noun. In this case the subject is I so that the correct reflexive pronoun that collocates with that subject is undoubtedly myself.
At the performance tonight, I am going to perform a jazz piece that I choreographed myself! This is because its in first person because it says "i am going" and the "i" means first person.
