Yes, you can use myself for emphasis in that sentence. What it emphasizes it your incredulity. It means "Even I found it difficult to believe what she was saying, but then she gave me the proof."
"I myself found difficult to believe it." is ungrammatical and meaningless. It has to be "I myself found it difficult to believe." or "It was difficult for me to believe it".
Notice the two its. They serve different functions in this sentence.
"I am the first who found difficult to believe." is ungrammatical and meaningless. It has to be "I am the first who found it difficult to believe." This doesn't mean "I myself found it difficult to believe." It means that everyone else found it easy to believe.
"I also found difficult to believe it." is ungrammatical and meaningless. It has to be "I also found it difficult to believe." That means that everybody else found it difficult to believe.