Set folder permissions to only show the logged in user what they've created

morghandc 

jcgonzalezmartin  has made the perfect solution but to add a little info that may help.  If you want this functionality to make the uploads easier than a view will be perfect.  It's important to note that views are exactly that, a viewing mechanism to simply view and arrange data  They won't prevent users toggling to alternative views or creating thier own if they want to see documents that they didn't create or upload.

And you are correct on seeing this functionality within a list.  I've had plenty of scenarios where it would have been a perfect solution in a document library.