make form close itself

This is one of the worst designs somehow popular in newbies. The problem is: you cannot close main form without closing of the application. Look at you entry point (usually Program.Main). Look at the line with Application.Run; the argument of this method define which form is the main one. You cannot change the main form without exit of the application. You actually can do it in one program: start another Application in the same Main method. It is very difficult to implement this logic in a flexible way.

By these reasons, the usual solution is hiding form instead of closing using Form.Hide. You can also prevent closing a form by overriding the method OnFormClosing by assigning a value of true to the property Cancel of the event arguments.

It would make the application impossible to exit, So don't forget to call Application.Exit explicitly from some menu item or elsewhere.

I recommend to change the whole approach. Try to work with just one forms but showing different parts of UI and hiding others. One of the nice styles is the tab UI based on TabControl. What was you second (third, etc.) form will go to a separate tab, that's it. It's actually also much easier to implement correctly.

—SA