Mathew 16:24

“24 Then Jesus said to his disciples, “Whoever wants to be my disciple must deny themselves and take up their cross and follow me.”

To deny yourself means that you do what God says to do instead of what you want to do.  We might want to do something we know is wrong, like steal or lie, but we need to use self-discipline to do what God wants us to do.  We might have a friend who tries to get us to do something we know is wrong, but we have to use self-discipline to tell them no.