One of the things that is most obvious about Wei Wuxian as a character is that he is self-sacrificing. This is clear from his willingness to let Madam Yu cut his hand off, to diverting negative attention onto himself, to taking on negative consequences, to his ultimate sacrifices.
The more interesting aspect of this is why he is so self-sacrificing, and it seems here is where a lot of fandom seems to diverge. It's such a fundamentally important thing to understand his character though, and I've been trying to put my finger on it the last few weeks. His self-sacrificing nature, in my mind, comes down to two key things.
Wei Wuxian does not think his life is more important than anyone else's.
Wei Wuxian is very smart and very strong and knows it.
Neither of these stem from low self-worth. Saying he isn't more important than anyone else isn't downplaying his own worth, it is a statement of pure compassion. Every life is equally important. (Which is fascinating in a Buddhist sense, in opposition to the hierarchy of the gentry and the idea of individual pursuit of immortality as a somewhat self-centered and detached path, if one were to interpret it that way.)
As for the second, this seems to be the one that is too often forgotten. Wei Wuxian is often willing to undertake these self-sacrificing actions because he is confident that he will be able to survive, adapt, and find a way forward when no one else could. (I'll just learn to sword fight with my left hand, I'll just invent an entirely new way of cultivating, I can just live without this thing that almost everyone else who loses it dies without.) Again, this is not low self-worth. It's almost the opposite. He's so arrogant! So certain of his own amazing abilities and intelligence! For the most part, he's right, he does manage to adapt and overcome, but if he has a flaw, it lies here, in this arrogant assumption of his own unassailable abilities.
Even the idea that maybe he's been conditioned to think his value is in what he can do for other people aligns with this. Not as a 'I have nothing to offer besides this' sense, but almost a 'well, others might only have themselves to offer to the world, but I am more useful because I'm a genius and I can make this world be righteous.' Which can quickly slide down into 'well others can need to depend on people or even depend on me for things, but I don't need to depend on others.' Yes, that also smacks of 'you can't trust people to stay' from his childhood trauma or whatever, but it is still rooted in his strengths and his arrogance, not low self-worth. (Which is why him letting LWJ take care of him eventually is such a big deal!)
It's such a compelling mix! He's so compassionate! He's so unwilling to accept bad outcomes or unrighteousness! And he's arrogant enough to think he can overcome anything! What a fascinating mess!