To answer the basic question, no you are not being selfish, you are just expressing a part of yourself. Would you feel selfish if you wanted to go parasailing, or some such thing? The bigger question is whether this is a good idea or not, and that is a lot harder to answer. First, do you go out in public at home, and does your wife know and join you? Are the kids in a separate room? Just how many extended family members are there?
If you can dress and undress in a totally separate room from the kids then it could work. The last thing you want is to come back to a shared room and find one of the kids up to get a glass of water. The larger the number of family, the greater the chance of being seen. If it is only a few, I would not be too worried, but if a lot, they odds start changing. If you wife is not used to you going out, this may not be the best time to start. If she is, and the other issues are manageable, then it could be a really fun time.