Definition: By behaving as if something is true, the individual makes it come true.
Typically the self-fulfilling prophecy is caused by a cycle -- the individual believes something (like that others won't like her), which causes her to act as if it were true (walking with shoulders slumped, avoiding eye contact), which leads people to feel the way the person thought they might (they don't like her), which proves to her that her belief is true. As a result, she continues to do the behavior that makes the problem occur, etc. It can also work in a positive way, eg the person believes people will like him, so he's vivacious and smiles a lot, which draws people to him, which proves that his belief is right...
Sometimes called The Pygmalion Effect, after the sculptor who wanted his sculpture to come to life so badly a goddess took mercy on him and brought the statue to life... New Agers often refer to this as the Law of Attraction or The Secret.