On your Form W4, you normally put the number of exemptions you claim on your Tax Return, which in your case is 1 (yourself), so that is correct.
On your Tax Return, you claim your Exemption amount but don't list yourself as a "Dependent" since you are the Taxpayer. It is assumed that you are claiming yourself (meaning taking your Exemption) unless you check the box that indicates you are "a dependent of another."
If this doesn't clear up your question, please comment below so I can assist you further.
