You can use almost anything to tie and gag yourself. Long socks, pantyhose, clothing items, tape etc. It isn't what you can use to tie yourself that's the problem, it's more how you can tie yourself up using that stuff.
Unfortunately, self bondage with non-bondage specific items is pretty difficult. Unless you're some kind of master contortionist then you're going to have problems tying yourself securely in a way that you would still be able to get out of when necessary - simply because the things you'll be using aren't designed to effectively restrain a person.
If you're not too fussed about how well you tie yourself, then it isn't really a problem. However, I'm guessing that you probably want to experience true bondage so that you can wriggle around and struggle without coming free immediately. If that's the case then the best advice I can give to you is just to invest in a few standard bondage items. Get yourself a pair of handcuffs and a couple of short ropes and you'll be able to do some fairly good self bondage. I know you said that you're worried you're parents will find them, but I'm sure there is a place in your room that they would never think to go in to? By the last year I lived with my parents, I'd gathered a fairly large bondage stash which I managed to succesfully hide from them - a couple of bits and bobs is hardly a problem

Good luck
