It's actually a habit of mine, and one I'm trying to break. Usually it's without realising, but when I come back to that character after a couple of weeks, I can see just how much of myself I see in them. So I am trying to change that by making characters who are more opposite to me - it's hard though, because I struggle to relate to them, to the point of it giving me writer's block at times!
I suppose, for me, it's nice to share my beliefs and feelings with someone, even if they're fictional/my own creation. Like anyone I enjoy seeing characters like me being represented. So it's not necessarily a bad thing, unless it's an obvious self-insert, which can detract from the writing quite a bit!