In the Golden Archives forum, look for ChuckTs' 10k post on beating micro FR games. It's mostly about how to exploit others' play, but if you understand how to exploit other players, you'll get a feel for what kinds of self-analysis is possible as well.
PT3 and HEM both have several default reports/views that allow you to review your tendencies in any number of situations. Most new PT3 users should take a look at the Positions tab, for example, and review their positional play - if your VPIP (% of the time you voluntarily put money in the pot) is relatively flat across all positions (i.e., you're putting money in the pot roughly the same amount of the time from early position as you do from the button), you have a huge leak in your game.
That's just one example, there are tons of others.
You can also post your stats here on CC and ask for feedback once you have a reasonable sample size - a lot of people do this (I did when I first started using PT3), it's a good quick way to get a sense of what experienced PT3 users are looking at in their own databases.