A Caster is always immune to the effects of Thunderwave (unless they want to be damaged)
The rules on a spell's "point of origin" are widely misunderstood: and with good reason. Nearly all of the language in the Player's Handbook suggests that a spell's "point of origin" is always a "point": a zero dimensional location (either mobile or immobile) from which a spell's energy emanates. But that isn't always the case. The rules on points of origin have some strange but essential wording (PHB, p. 204, bold added):
Typically, a point of origin is a point in space, but some spells have an area whose origin is a creature or an object.
Note that it doesn't say that the some spells have points of origins "in" or "on" a creature or object, but rather that the creatures or objects are the origins of the spells. In these cases, the entire creature or entire object follows rules on points of origin. So when a rule says that "A cube's point of origin is not included in the cube's area of effect, unless you decide otherwise", this can potentially apply to an entire creature, if the creature is that spell's "point of origin."
Before you object...
Naturally, there are plenty of reasons to object to this line of reasoning. It seems like a "point of origin" must always be a singular "point." If not, why would they call it that? But note that there are similarly strangely worded features elsewhere in DnD. The spell Spiritual Weapon creates a "spectral weapon", but attacks with it are not weapon attacks. "Mage Armor" creates protection for creatures that alters their Armor Class, but doesn't count as "armor." Although it is linguistically confusing, it is not impossible that the "point of origin" could be something other than a point.
More importantly, this solves several difficulties with the rules on points of origin and "clear lines to a target". Consider the fact that the rules state that (PHB, p. 204, bold added):
A spell’s effect expands in straight lines from the point of origin. If no unblocked straight line extends from the point of origin to a location within the area of effect, that location isn’t included in the spell’s area.
Consider spells like Aura Of Life (Range: Self (30-foot radius)). If the point of origin of this spell had to be somewhere on the caster's body (for example, the point of their fingertip), then the effect of this spell could only apply to creatures that are on one side of the caster's body: otherwise, any "line from the point of origin" towards that creature would be blocked (by a fingertip). Even if the point was placed on the very top of the creature's head, that would mean that no creature shorter than the caster would be effected by this spell (because no matter how sharply a creature's head comes to a point, a single zero dimensional point on its top will effectively be on a flat surface).
For reference, consider the image below: the solid lines are extending from the spell's hypothetical zero dimensional point of origin. But all the dotted lines are "blocked".

These concerns are often brushed aside, and rightly so: it's clear what the designers meant the spells to do, so we can safely ignore the precisions of these details. But note that if the entire caster of Aura of Life becomes its "point of origin", this concern need not be ignored, as it is a non-issue! In that case, anything within a 30 foot radius of any point on the casters body will be within the spell's area of effect.
Jeremy Crawford has clarified this several times (though disparately and unofficially)
Jeremy Crawford, lead designer of DnD 5e has clarified on twitter that creatures (or their spaces) can be the point of origin of spells. For example, when he stated:
Question: How do spells with range Self (X-foot radius) work for bigger creatures? Is the radius from center or creature?
Jeremy Crawford: When you create an area of effect with a range of self, your space is the point of origin, whatever your size.
Reply Question: So an Ancient Dragon with Destructive Wave has the potential to wreck more than a Medium cleric doing the same? (Awesome)
Jeremy Crawford: That's correct.
Or elsewhere, where he made a more directly relevant statement:
A range of self means the caster is the target, as in shield, or the point of origin, as in thunderwave (PH, 202).
Again, Crawford points out that the caster is the point of origin. Not that the point of origin is on the caster, or in them. At first, this may seem like an odd slip of the tongue. But in combination with the concerns above, we can see that this is likely intentional language that means exactly what it says. In the case of Thunderwave, the entire caster is the "point of origin", and any rules on "points of origin" apply to the caster.
How do we know when the caster is the point of origin or not?
Ideally, this would be spelled out explicitly somewhere in the rules. Unfortunately, it isn't. However, Jeremy Crawford has given us some relevant guidance above that we can form into a viable and trustworthy answer: a caster of a spell with the range of Self is either the target of the spell or the point of origin. And if a spell has a range of "self (X feet Y)" where X is a number and Y is either nothing or a shape, then the caster is the point of origin of the spell. Put another way, if the spell has a range of Self and an area of effect, the spell's entire caster is its point of origin.
Since Thunderwave has a range of "Self (15-foot cube)", the rules on the "point of origin" apply to the entire caster of Thunderwave. Most notably:
A cube’s point of origin is not included in the cube’s area of effect, unless you decide otherwise.