Can I use my own paper for own thesis? 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?

Thanks.
Practiced in moderation, self-citation is natural, healthy, and ethical.
There are typical two reasons why excessive self-citation can become problematic:


It often indicates a person who is unaware of the related work being done by the rest of the community.
Self-citation can be abused to falsely inflate one's perceived importance and citation metrics.


A healthy line of research, however, will often produce a non-trivial fraction of self-citation in each paper because your old work is related to your new work.  In fact, it would be unethical to not self-cite when citation is appropriate.

A simple guiding principle for approaching the question is this: if somebody else besides you had written the paper, would you want to cite it?  If the answer is yes, then you should cite the paper.  There isn't even any particular reason you need to mention it to your supervisor, though it would probably be fun and enjoyable for you to mention in passing, "Hey, and it turns out this other paper I wrote was actually useful enough to cite!"

Now as to whether you can include your other paper as part of your thesis, this is a very different question.  The first question is: why would you want to do so, if a citation will suffice?  If you've done a Masters' Thesis worth of work excluding this other paper, there is no reason to need to include it.  If you haven't, then that is when you need to have a discussion with your supervisor, because the answer will depend on the policies and practices of your particular department.