Self-image, say, associated with Oscar (3)
I believe the answer is:
ego
'self-image' is the definition.
(I've seen this before)
'say associated with oscar' is the wordplay.
'say' becomes 'eg'.
'associated with' means one lot of letters go next to another.
'oscar' becomes 'o' (phonetic alphabet: alpha, bravo, charlie etc.).
'eg'+'o'='EGO'
(Other definitions for ego that I've seen before include "See 21 Down" , "Selfishness" , "In Virgil I" , "One's image of oneself" , "Self-esteem, conceit" .)