To be less Vague but still Vague, no I'm kidding
the idea is that she is trying to get something from you, like information.
There are many ways to create intrigue. and some standard things are.
Like during initial conversation
You can say "hey... is it true what they say about "x" girls."
x - being whatever city you are in.
or when you're texting to get her to text back or call you back.
you can text "OMG something reminded me of you."
also, yes you can talk about yourself but the focus especially in the initial pick up you should be focus on getting them talk more about themselves like my original comment had said. Picking up/Meeting women is not about them liking you, its about you liking them