Learn English – Is it correct to say “The learning curve has always been uphill”

The etymology for dilemma reveals that the original meaning of the word was specific to two (di-) premises (lemmas). In fact, Etymology Online states

It should be used only of situations where someone is forced to choose between two alternatives, both unfavorable to him.

So yes, there are those who would argue that the word is only "properly" used for two unpleasant alternatives. I would speculate that your dictionary has been updated to include more modern usage, which is less specific about the number of choices to be made, perhaps because the "important" part of the meaning is that a person must make an unpleasant choice.

Yes, myself (or any other intensive pronoun) can be used after the verb (e.g. He learned it himself) with a meaning slightly differing from that of using it directly after the pronoun (e.g. He himself learned it). The extra himself in the latter emphasizes that it was indeed he, and no other, who learned it; whereas in the former (pertaining to your question), it emphasizes that he learned it by himself, without significant help.

Intensive pronouns work as well with other verb tenses (such as present tense), but when there is no other direct object (e.g. it in learning it yourself), the intensive pronoun (yourself) becomes ambiguous. Therefore Learning yourself is good is at best an ambiguous sentence because yourself here can easily be interpreted as a stand-alone noun, resulting in a meaning of Learning about yourself is good.

Learning yourself doesn't go against grammar, but it is pitifully ambiguous, and I would advise against it. If you put an intensive pronoun after the verb, make sure there is a clear direct object or modifier, or else the pronoun itself will likely be viewed as the direct object.