Mode-locking operation and multimode instabilities in Terahertz (THz) quantum cascade lasers (QCLs) have been intensively investigated during the last decade. These studies have unveiled a rich phenomenology, owing to the unique properties of these lasers, in particular their ultrafast gain medium. Thanks to this, in QCLs a modulation of the intracavity field intensity gives rise to a strong modulation of the population inversion, directly affecting the laser current. In this work we show that this property can be used to study in real-time the dynamics of multimode THz QCLs, using a self-detection technique combined with a 60GHz real-time oscilloscope. To demonstrate the potential of this technique we investigate a 4.2THz QCL operating in free-running, and observe a self-starting periodic modulation of the laser current, producing trains of regularly spaced, ∼100ps-long pulses. Depending on the drive current we find two distinct regimes of oscillation with dramatically different properties: a first regime at the fundamental cavity repetition rate, characterised by large amplitude and phase noise, with coherence times of a few tens of periods; a much more regular second-harmonic-comb regime, with typical coherence times of ∼105 oscillation periods. We interpret these measurements using a set of effective semiconductor Maxwell-Bloch equations that qualitatively reproduce the fundamental features of the laser dynamics, indicating that the observed carrier-density and optical pulses are in antiphase, and appear as a rather shallow modulation on top of a continuous wave background. Thanks to its simple implementation and versatility, the demonstrated broadband self-detection technique is a powerful tool for the study of ultrafast dynamics in THz QCLs.