It is basically a saying that means 'imagine you were someone else, how would you feel or think about some problem or emotion' You could say "Put yourself in my shoes and see what you would think" I have not seen either of these "to be in one's shoes" or "to feel myself in one's shoes" constructions used, but there are a number of forms of the saying.

to be in sb's shoes and putting urself in someone's shoes are both acceptable according to OED

I agree with Michael - the expression is usually "put yourself in my shoes" or "put yourself in (someone else's) shoes". Also, we don't add a reflexive (myself) to "feel" in English. To our minds, it's not necessary.

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