Self-splicing introns do not require the involvement of a specific protein to splice from the exons, during post transcriptional modifications. They have an inbuilt catalytic activity that will restrict them from the introns.
Moreover, the catalytic activity is done by ribozymes. This is one of the best examples, where a molecule encoding genetic information (RNA) was known, for its catalytic activity.
Therefore, the life began with simple materials like RNA molecule or group of other molecules that have evolved the ability to self-replicate.