It's interesting. I definitely find myself censoring myself online at times. But I also find myself self-censoring offline: at work, with my girlfriend, family.. you name it. Filtering oneself is an important trait.
On the other hand, self-censoring oneself to not criticize the current government or make an off-color political joke feels like oppression.
Self-censorship is important. But so is integrity (literally being "integral", that is, there being only one of you). You need to not have to hide who you are or fake being who your not. You need that for your mental health.
On the other hand, self-censoring oneself to not criticize the current government or make an off-color political joke feels like oppression.