I published a paper on a statistical topic after my bachelors.
Currently I am doing my masters thesis and I would like to cite/use my own paper in it.
However, I did not inform my supervisor before that I already had a publication in a similar field of my thesis when I started, because I did not expect it to be directly relevant then. However, now I would like to use this paper.
Is it OK to cite my own paper in my thesis? Will the supervisor be OK with it, despite I did not inform him about my previous work when starting the thesis with him?
I don't see why your supervisor would be concerned about it, especially if it is relevant for your current research. But, to be sure, let them know about your previous work and emphasise how it is relevant (and its importance) to your current work.
When you use your paper, make sure that you cite it as you would any paper.