The line about affecting yourself is in a section titled “Targets” and only applies to spells which allow you to choose targets. Spells like sleep don't let you choose targets, so that section doesn't apply at all, and everyone is affected, including you.
Now, sleep in particular has one minor saving grace in that it affects creatures with lower hit points first, so if you're the highest hit-point creature in the area of effect and the spell's hit point limit gets used up on your enemies, you won't be affected by the spell. That's a gamble though, as you have to guess the total hit points of the creatures around you correctly to pull that off, and guessing wrong can put you to sleep along with them. Unless you're an elf, in which case — go to town with it!
Well, to start with, page 202 of the PHB, under Range, says:
The target of a spell must be within the spell’s range. For
a spell like magic missile, the target is a creature. For a
spell like fireball, the target is the point in space where
the ball of fire erupts.
So there's that. Then on the next page, under Targets, we have:
To target something, you must have a clear path to it,
so it can’t be behind total cover.
If you place an area of effect at a point that you can’t
see and an obstruction, such as a wall, is between you
and that point, the point of origin comes into being on the
near side of that obstruction.
This is interesting, because it clearly indicates that it is possible to target area of effect spells on locations that you can't see. If it hits something on the way, the area of effect will be created there, but otherwise, go nuts.
This is all that the rules say about targeting AoE spells. It's up to you and your DM to decide, in a specific situation, whether you would be able to target a specific point.
Best Answer
Yes, a Grease spell targeted so that the caster is included in its AoE will affect the target. Grease affects every creature within an area, making no exception for its caster:
Spells with an AoE of cube, cone, or line do not affect their point of origin, but Grease is not any of those.