You don't want to hear this, so don't read it.
First sentence, should be 'I' not 'myself'. It is apposition, the people at the end are the same 'thing' as the 'we' at the beginning, and you should be able to replace the 'we' at the beginning with the last part. So, if you follow normal conventions it would read something like:
We were walking back from a happy evening spent in the pub, my daughter, my son and I.
To demonstrate the apposition, you could write it without the apposition as:
My daughter, my son and I were walking back from a happy evening spent in the pub.
Another example of apposition is:
Rome, the eternal city, is eternally shit. Which means more or less the same if you wrote: 'Rome is eternally shit', or 'The eternal city is eternally shit.' It's the same thing, but you are indicating it in two different ways.
Going back the the original sentence, if you wrote:
Myself, my daughter and my son were walking...
it looks a little odd, and to make it clearer still, if you drop the son and daughter you'd have something like:
Myself was walking.
Which is quite odd. Myself is normally used as a reflexive pronoun, ie to show actions that the subject does to the itself, where the subject and the object are the same, such as 'I cut myself shaving'. If you used regular subject and object pronouns in one of these reflexive structures you would have something like 'I cut me shaving', So, reflexive pronouns are a special case used when the action reflects back on the subject (the thing doing the action).
Of course, this isn't the only use of words like myself. It can be used as part of an adverb (describing how something is done, or adds meaning to the verb) as in 'by myself', or as part of an idiomatic construction like 'me, myself and I'.

Now to confuse matters, you could write something like:
I walked myself back from the pub. Walk being used here in the same sense you might say 'I walked the dog', ie as a transitive rather than an intransitive verb. But in this instance there is not apposition, but reflexion (when used transitively, the verb takes an object, and since object and subject are the same, it reflects and takes a reflexive verb).
( Sextant goes to him is emotionally erect, on this day, Sun 24 Apr 2011, 15:20, 9 replies)

Wow.

( Richard Shitheels, Sun 24 Apr 2011, 15:23, closed)

fuk offe
you pedantic cunt

fair enough, denounce 'text speak' but seriously. you absolute winner.

funny story and a click just to piss you off
( elgordo, Sun 24 Apr 2011, 16:55, closed)

Shouldn't you be on 4chan with all the other trolls?

( The Mock TurtIe ™ --- Thinks you are a cunt, on, Sun 24 Apr 2011, 17:50, closed)

Fucking hell.
That's more nutterish than me. Take whatever you got up your ass out
(nolongernuts, Sun 24 Apr 2011, 19:08, closed)

Ha.
Cheeky arse. =p
( vix0r was not Matthew on, Sun 24 Apr 2011, 23:07, closed)

Quiet Sunday arvo was it?

(Misery McUglywife an attention seeking sociopathic fuckstain., Sun 24 Apr 2011, 23:19, closed)

very quiet.

( Sextant goes to him is emotionally erect, on this day, Mon 25 Apr 2011, 1:33, closed)

I love you.

( Noeli overtheshoulderboulderholderthingstraplatchboobs, Mon 25 Apr 2011, 8:07, closed)

I don't have a fucking clue what you're talking about.
but the first post made perfect sense to me.
( Ring Of Fire A petty, drooling belming butthurt retard., Mon 25 Apr 2011, 11:27, closed)

I had vague thoughts of posting something a bit snarky on the myself theme
but this pretty much covers it. Myself declares me satisfied.
( kappynitty doubled your entendre on, Mon 25 Apr 2011, 11:47, closed)

You are a transvestite verb

( Geoff the Clownfish You know Myra, some people might think you're cute, Mon 25 Apr 2011, 12:47, closed)