If we didn't there's a lot of research that would never get done or reported. Assessing skills based on self-report is both reliable and valid.
You can find out more about this with a study published back in 1987 [Jette AM: The Functional Status Index: Reliability and Validity of a Self-Report Functional Disability Measure. Journal of Rheumatology. 14 (Supplement 15). Pp. 15-19].