As you've noted, "lost" can be a verb or an adjective:
- It is lost (adjective)
- It has been lost (verb)
Using it as a verb about oneself is different to an object, because when said about an object you mean that you do not know where the object currently is; when said about yourself it doesn't mean you cannot see yourself, it means you do not recognise your surroundings.
You can say "I am lost" (adjective), but if you want to use it as a verb, some idiomatic ways of doing that include:
- I have got lost.
- I have got myself lost.
- I have lost my way.
- I have lost my bearings.
We wouldn't in this circumstance say "I lost myself" for two reasons - firstly, it just sounds odd, as nobody purposefully loses themself. "I got myself lost" means that your actions inadvertently led to you being lost. Secondly, "I lost myself" can idiomatically mean that you have lost your sense of being, that you are sad, confused, and not feeling like your usual self. It can also mean that you lost control of your emotions or temper.