I'd Rather Read It Myself is the second part episode three of Arthur season 3. It aired with the episode D.W., All Fired Up.
D.W. wants to prove to the Tibble twins that she can read so she picks up one of Arthur's books and makes up a story. The Tibbles are impressed as she references events from the last two seasons into a sci-fi/fantasy adventure story about D.W. (called B.W. in the story).