Why is it necessary to know Jesus' self-understanding to obtain the Hostorian Jesus? Is this principle applicable to some other historical figure? Should we know the self-understanding of each historical character to really know him?
I think there are three reasons why we should try to know what Jesus' own self-understanding was from a historical perspective.
1) If Jesus saw himself as "God’s special son, distinct from all the prophets, God’s final messenger, and even the heir to Israel." this limits how we can view him historically. If he was not who he thought himself to be then he was "crazier than David Koresh and Jim Jones put together!" [1] In other words, without knowing how Jesus saw himself, we could think of him (as some non-Christians do) as a great moral teacher and a popular leader of men with a set of high ethical standards. BUT! If we find out that Jesus' self-understanding of himself was that of the unique Son of Man, *the one* Son of God, then as C.S. Lewis rightly points out, "Either this man was and is the Son of God: or else a madman or something worse. . . . But let us not come with any patronizing nonsense about his being a great human teacher. He has not left that open to us."
2) If Jesus did not see himself as God's special Son and if he did not make claims that attribute divinity to himself, then it is not all that clear why he was condemned to death by crucifixion by the Sanhedrin. If he was just a good teacher with high moral standards, then why did the Sanhedrin want him dead? We could perhaps see the Sanhedrin wanting to put him in jail for being a troublemaker (for stirring up the people all the while calling the Pharisees and Sanhedrists vipers), But having a man (who at least some of the populace saw as a great rabbi) condemned to die via crucifixion - that is a very drastic punishment and one usually reserved for the most severe crimes. However, if Jesus saw himself, and claimed to be, not only Messiah but God's special Son (on the level of being divine himself), that would rise to the level of blasphemy and, to the Sanhedrin, that WOULD be a good cause to condemn Jesus to the ultimate penalty - death by crucifixion. In other words, knowing Jesus' self-understanding helps provide a historical explanation for why he was condemned to death by crucifixion by the Sanhedrin. Without knowing this self-understanding, it becomes less clear why the Sanhedrin would want Jesus crucified during the Passover celebration, as opposed to just throwing him in jail, for example.
3) Jesus' self-understanding as the Son of Man and his claims of divinity provide a historical basis for why we should believe in the resurrection. If Jesus did not think of himself and proclaim to be this special Son of God, Son of Man, Messiah, then why should we believe in the historical narratives of his resurrection? In other words, why should we think God choose to raise THIS man and not someone else? However, if Jesus did self-identify as the Son of Man and if he did make these "blasphemous" claims of divinity, then this religio-historical context lends support to the understanding that Jesus was raised from the dead by God because the resurrection could then be seen as God's way of ratifying those claims! In other words, knowing Jesus' self-understanding makes the resurrection hypothesis more plausible because it provides a reason why God would raise THIS man Jesus from the dead. As Dr. Craig writes, "The miraculous act of God’s raising Jesus from the dead is plausibly taken to be God’s vindication of Jesus’ radical personal claims for which he was crucified as a blasphemer. In light of God’s raising Jesus, Jesus’ personal claims to divinity take on a new credibility. The resurrection is God’s imprimatur on those extraordinary claims." [2]
So, while I can't answer your question "Is this principle applicable to some other historical figure" (though I suspect the answer would be "yes" at least for some historical figures), I can say that, for the reasons I explain above, it is very helpful (if not necessary) to know what Jesus' self-understanding was even if just looking at it from a historical (rather than theological) perspective.
[1] I am quoting from Dr. Craig's article here at https://www.reasonablefaith.org/writings/scholarly-writings/historical-jesus/rediscovering-the-historical-jesus-the-evidence-for-jesus/
[2] From Q&A #110 Proof of the Resurrection at https://www.reasonablefaith.org/writings/question-answer/proof-of-the-resurrection/