I want to build a page of mine, which will contain a form, which will be sent to my e-mail account. I am confused a little. Do i have to install a webserver (Apache maybe)? Do i have to write my own CGI scripts? Are these scripts embedded in Apache maybe?

where are you going to host this page... in what format --

given that you're asking about apache/cgi, i assume you are referring to a web page, and therefore i wonder why would you want to use a form to e-mail yourself -- are you planning to host this web page on a local network, or are you planning to host this page yourself, and ....

well... basically i don't understand what you're trying to accomplish, because you seem to be asking targeted questions, yet you seem to have no idea why you're asking those questions...

if you want to e-mail yourself from a webpage, then yes, apache/perl (cgi) is an easy solution... please help me to understand what you need.