Why do you need explicitly have the “self” argument into a Python method?

It's to minimize the difference between methods and functions. It allows you to easily generate methods in metaclasses, or add methods at runtime to pre-existing classes.
e.g.

>>> class C(object):
...     def foo(self):
...         print "Hi!"
...
>>>
>>> def bar(self):
...     print "Bork bork bork!"
...
>>>
>>> c = C()
>>> C.bar = bar
>>> c.bar()
Bork bork bork!
>>> c.foo()
Hi!
>>>

It also (as far as I know) makes the implementation of the python runtime easier.