Enjoying yourself means having a good time, but it doesn't say what it is that is making you happy. Normally, of course, if you enjoy yourself at a party, it is the party that is enjoyable: you enjoy the party. But it need not be. I might have enjoyed myself at a party by sitting quietly in a corner reading a good book on Sanskrit grammar, and wearing ear-plugs, while all those idiots around me were dancing and getting drunk and playing loud music. They were enjoying the party, I was enjoying my book, but we were all enjoying ourselves.