This is a great question. In Latin, the word, "se" is reflexive. This means that the "se" refers back to the subject. However, when we use the word, "se" in an indirect statement, things change a little.
First, we need to realize that in an indirect statement the subject is in the accusative case and the verb is in the infinitive. So, the "se" is the subject of the indirect statement and it simultaneous refers back to the subject of the sentence.
Here is an example:
He believes himself to be (se esse) a good person.
As you can see the "se" is the accusative subject of the indirect statement and it refers back to the subject of the main sentence.