Go to Polygon Wallet.
Connect Polygon Wallet to your self-custody wallet:
a. Click Connect to a Wallet (top right).
b. Select your self-custody wallet from the list (Coinbase Wallet, MetaMask, etc) and click Connect.
c. When prompted, sign again and confirm the connection.
Select the Coinbase validator, and click Delegate.
Enter the amount of MATIC you wish to delegate and click Continue. This step approves the delegation.