The confusion is normal because 'se' and 'si' work in different contexts. 'Se' is a reflexive or reciprocal pronoun - it's what you use when the action comes back to whoever does it. Like "he hurt himself" (he hurt himself), "she combed her hair" (she combed herself), "they kissed each other" (one kissed the other). Here 'se' is always the unstressed form, meaning it goes right next to the verb with no preposition.
Now 'si' is a stressed pronoun that appears after a preposition. So it's "he spoke to himself" (to himself), "she bought this for herself", "he locked himself in himself". The big difference: 'se' comes with no preposition and stuck to the verb; 'si' always comes with a preposition (to, of, in, with, by, etc.). You'd never say "he to se hurt himself" - that sounds weird. It's either "he hurt himself" or "he spoke to himself" if you want to be clear.
One tip: if there's a preposition, it's 'si'. If there's no preposition and the verb is reflexive, it's 'se'. Actually, when you're really confused, think of "to himself" or "to himself" - the 'si' never shows up without that help from a preposition or the word "own". 'Se' is the quick form, the one you put before the verb or right after, depending on how the sentence is structured.