These sorts of self-referential statements are actually forbidden in the axioms of Zermelo-Fraenkel set theory because they require unrestricted comprehension [1]. ZF set theory specifically restricted comprehension to avoid Russell’s paradox [2] as well as countless other statements, like these, which lead to absurdities in math.
But it is more than fun to explore them, as Smullyan points out. For example, it leads to discussions like, “What is a description?” Which is near and dear to my heart, as it leads to “What is a program?” and, “What is the specification of the machine that runs the program?”
I’ve been having a fantastic time in my philosophy of math course this term. It’s incredible how deep and how long these debates have been running. Cantor, Frege, Russell, Hilbert, Heyting, Gödel, Quine, and on and on!
I forget which book is the source of this, but I recall Smullyan writing about (I hope I have it roughly right) asking a child whether they could prove something they knew about mathematics or logic, and the child replied "What is a proof?"
Smullyan said that this was--if you took it literally--an incredibly deep question.
Fun stuff anyway!
[1] https://en.wikipedia.org/wiki/Axiom_schema_of_specification#...
[2] https://en.wikipedia.org/wiki/Russell%27s_paradox