Annotated electroencephalogram (EEG) data is the prerequisite for artificial intelligence-driven EEG autoanalysis. However, the scarcity of annotated data due to its high-cost and the resulted insufficient training limits the development of EEG autoanalysis. Generative self-supervised learning, represented by masked autoencoder, offers potential but struggles with non-Euclidean structures. To alleviate these challenges, this work proposes a self-supervised graph masked autoencoder for EEG representation learning, named GMAEEG. Concretely, a pretrained model is enriched with temporal and spatial representations through a masked signal reconstruction pretext task. A learnable dynamic adjacency matrix, initialized with prior knowledge, adapts to brain characteristics. Downstream tasks are achieved by finetuning pretrained parameters, with the adjacency matrix transferred based on task functional similarity. Experimental results demonstrate that with emotion recognition as the pretext task, GMAEEG reaches superior performance on various downstream tasks, including emotion, major depressive disorder, Parkinson's disease, and pain recognition. This study is the first to tailor the masked autoencoder specifically for EEG representation learning considering its non-Euclidean characteristics. Further, graph connection analysis based on GMAEEG may provide insights for future clinical studies.