If I choose myself over someone else, is that wrong, spiritually speaking?

You will never be able to give those problems away their has to be balance. We should also serve those in need throughout the year. Your family is important and you should show them, though it doesn't have to be with material gifts.

You are not sinning. Jesus said the poor will always be with us. If you personally know of a hungry orphan you should feed him/her and also spend time with a lonely widow. I don't see why you would have to choose one over the other. If I knew a kid who was hungry and had no resources and I only had $5 to spend, I would choose to feed him rather than buy a gift for my family.

Also you could invite the lonely widow to your family gathering at Christmas. As far as hungry orphans and lonely widows in the world, we cannot solve all their problems by ourselves. And we are not personally responsible to do so. We are responsible to our families tho. and that includes their emotional well-being at a time like Christmas, which may or may not mean giving them a gift.

not always actually, your selfishness and ego are not pure evil, they are your animal instincts and they are there to protect you. Putting them at the primary focus of your life is when they cause trouble, but we cannot nor would we want to be completely rid of them.

Example, they say chivalry is dead. I say good riddance. I am not disposable just because I am a guy.