In this case it has nothing to do with referring to itself, which typically means in the case of a constructor function- after instantiating it, the variable you assigned the result to now contains a reference to itself, ie:
Could you give me a one minute explanation, I know "...myscript..." from JS books which I understood as referring to itself ???
But as mentioned in this case, "mytabmenu" works simply because that's the ID of your mouseover menu, and the script is designed to use the menu's ID in identifying the menu to select when using the URL parameter string.
var mymenu=new stickymenu()