The most probable case is:
Someone ELSE's computer is infected with a SPAM forwarding virus. That virus use a list of addresses collected using several sources, like social networks, guess books and others. It send tons of messages using forged headers, and just appen to use the same address for the From and To fields.
What you must do:
DON'T delete them!
DON'T open them.
Sellect them from the inbox messages list.
Flag EVERY such messaged as "Junk mail". They should get moved automaticaly to the Junk folder.
This will teach the Yahoo! SPAM filters how to identify those. After some time, they'll stop apearing in your in box and be redirected to your "Junk" folder.
Roger's and "T"'s advices realy don't look usefull in any way.
Deleting your contacts and reconstructing your list will be a LOT of useless work. Your contact list have NOTHING to do with those messages!
If you have a half decent password, the chance that your acount was hacked is prety low. Anyway, usualy, those who hack accounts don't bother using them to do "self spamming". They have other interests. If your account was hacked, it would be very probable that you could no longer use it: Hackers realy like changing the log in password...
It's uterly improbable that YOUR computer is the source of that SPAM. It's usualy some other computer, somewhere in the world...
Doing a virus scan is still a good idea, as it may remove an infection that send SPAM to OTHER peoples, but NOT to you, or do some other unetical things.
Electro, August 2012