Crossword Genius

It’s a shame note to self starts like this? (4,2)

Ross

I believe the answer is:

dear me

I'm a little stuck... Click here to teach me more about this clue!

'it's a shame' is the definition.
(both might be used as expressions of sorrow)

'note to self starts like this?' is the wordplay.
I cannot quite understand how this works, but
'note' could be 'me' (musical note as in do-re-me) and 'me' is located in the answer.
The remaining letters 'dear' is a valid word which might be clued in a way I don't understand.
This explanation may well be incorrect...

Can you help me to learn more?

(Other definitions for dear me that I've seen before include "Expression of mild regret from precious self" , "Mild expression of distress from expensive self" , "What a pity" , "Expression of dismay" , "how distressing!" .)

I've seen this clue in The Times.
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