Why an adult starts to self injury? is it a symptom of some mental illness?"

Variable reasons: People may self-injure for a number of reasons. A person with unbearable emotional pain may distract from that by creating physical pain. A person who feels really empty inside or numb - may self harm just to feel something. Some people cut to let out what they consider to be their demons. Some cut for attention. Some cut to punish themselves. The reasons vary widely. They might be experimenting.

Clarification: It does not stand alone as a disorder. It is symptomatic among depressed patients, with Borderline personality disordered people, an attention seeking effort, or part of a social culture in high school. It definitely is always a communication tool. Seek help fro a qualified agency.