My question is when I e.g. film only myself with an complete blue or green background, can I change the (green/blue) background to e.g. a picture of a castle or something, so it looks like I'm in front of a castle :)?
Yes...this is the principle behind Chroma Keying. By using a color which does not appear much in skin tones, it allows you to pick the background color, then make it into an alpha channel (transparent). Do a search on it, and you'll find all sorts of tutorials and information.