A self-proving affidavit is a sworn statement signed by you and your witnesses at the same time as the will, usually before a notary. In it, everyone attests that the formalities were observed: you signed voluntarily, you appeared to understand what you were doing, and the witnesses saw it. It is attached to the will and travels with it.
Its purpose is to spare your executor a problem that surfaces years later. Without it, a probate court may require the witnesses to appear and confirm the signing. Witnesses move, lose touch, become ill, or die — and locating someone who watched a signature two decades ago can delay administration for months. The affidavit substitutes for that testimony.
The cost of adding one is close to nothing: a notary at the signing appointment. The cost of omitting it lands entirely on the people handling your estate, at a point when you are not available to help. That asymmetry is why it is standard practice wherever the state permits it.
Availability and exact form are matters of state law, and a few states handle the equivalent function differently. Follow your state's requirements when executing, and keep the affidavit physically attached to the original will — a self-proving affidavit that has been separated from the document it proves is of little use.