You can choose a creature as the target of the last ability and sacrifice that same creature to activate the ability.

Creatures dealt lethal damage at the same time Fell Shepherd deals combat damage to a player will also be returned to your hand from your graveyard. If Fell Shepherd is such a creature (perhaps because it gained trample, attacked a player, and was blocked), it will be one of the creature cards returned to your hand.

Creature cards that were put into your graveyard from any zone other than the battlefield, such as a card that was discarded, won’t return to your hand.