Concept:
If a function is its own inverse, it means that $f^{-1}(x) = f(x)$. By definition of inverse functions, substituting $f(x)$ into itself must return $x$. Therefore:
$$f(f(x)) = x$$
Step 1: Formulate the composite function $f(f(x))$.
Given $f(x) = ax + 1$, we substitute $f(x)$ in place of $x$:
$$f(f(x)) = a(ax + 1) + 1$$
$$f(f(x)) = a^2x + a + 1$$
Step 2: Apply the self-inverse condition.
Since $f(x)$ is its own inverse, we equate the composite function to $x$:
$$a^2x + a + 1 = x$$
Step 3: Compare coefficients to solve for a.
For the equation $a^2x + (a + 1) = 1x + 0$ to hold true for all real values of $x$, the coefficients of corresponding powers of $x$ must be equal.
Equating the $x$ coefficients:
$$a^2 = 1 \implies a = 1 \text{ or } a = -1$$
Equating the constant terms:
$$a + 1 = 0 \implies a = -1$$
The only value that satisfies both conditions is $a = -1$.