They just mean be comfortable and say what you wana say, do what you wana do. which is absolute bullshit. the probability of getting shot down being "yourself" on the first approach... is too high. there are better ways... Hold Up, why as you asking Girls how to approach girls... you ask Guys... not girls. most don't know what its like to approach.
Sorry. It's just that all "being yourself" means is to be yourself. Don't lie about what you're into or like. BE HONEST. If she asks you how you feel about something, TELL HER HOW YOU ACTUALLY FEEL. If she wants to know what you're interested in, TELL HER WHAT YOU'RE ACTUALLY INTERESTED IN.
You should never pretend to be into something or lie about something just to make yourself more attractive. So yeah. It has to do with confidence. Be confident in who you are. There is a wonderful episode of Bratzillaz that talks about "being yourself." You might find it useful.
It means to just go for it, without trying to be someone else. For example, changing your personality and trying to be this cool badass. Just be direct, and be polite. Don't try too hard or be desperate. It will backfire.
Be yourself - meaning you don't act differently for different people. You act the way you normally act.
Some people tend to change the way they dress, speak, act just to impress a girl. I am not saying this is wrong, but if you're not comfortable with those changes, you will end up reverting back to whatever comfortable actions you're doing and may make the other person feel different about you.
being yourself means figuring out the truth cause I'm pretty sure half of what you learned is a lie now have you thrown out half of the garbage cause if you believe a lie you are not being yourself you are acting out on your belief