To indicate that someone is claiming a title or stature that you don't think they deserve, you can refer to them as self-appointed or so-called; you can also put their label in quotes to indicate that you disagree with it:
These self-appointed "elites" seem to believe that they know better than you do how to spend your money.
These so-called "elites" can't even tell a salad fork from a dinner fork.
There are many words, which emphasize different meaning. Some are negative.
Pleasure aspect of doing whatever you want: bon vivant, hedonist, pleasure seeker.
Going wherever you want, possibly new places (metaphorically too): globetrotter, explorer, pioneer.
Free thought, defiance: maverick, liberal, free thinker, nonconformist.
Disregard for traditional social structures: bohemian, hippie, beatnik.
Disregard for manner and social grace: boor, barbarian, brute, philistine.
Ambition: doer, achiever.
Disregard for law: criminal, outlaw, gangster, robber, lawbreaker, desperado, etc.
Acting in self-interest without regard for trust: back-stabber, snitch, cheater, two-timer.
Acting in self-interest without regard for others: egoist, narcissist.
Best Answer
Possibly 'arrogant'.
That describes more behaviours than simply not believing you are capable of mistakes, but it does encompass the required meaning.
'Know all' is close to what you require, but does not always imply that the person described won't admit errors.