We explore the interplay of electron-electron correlations and spin-orbit coupling in the model Fermi liquid Sr₂RuO₄ using laser-based angle-resolved photoemission spectroscopy. Our precise measurement of the Fermi surface confirms the importance of spin-orbit coupling in this material and reveals that its effective value is enhanced by a factor of about 2, due to electronic correlations. The self-energies for the β and γ sheets are found to display significant angular dependence. By taking into account the multi-orbital composition of quasiparticle states, we determine self-energies associated with each orbital component directly from the experimental data. This analysis demonstrates that the perceived angular dependence does not imply momentum-dependent many-body effects but arises from a substantial orbital mixing induced by spin-orbit coupling. A comparison to single-site dynamical mean-field theory further supports the notion of dominantly local orbital self-energies and provides strong evidence for an electronic origin of the observed nonlinear frequency dependence of the self-energies, leading to “kinks” in the quasiparticle dispersion of Sr₂RuO₄.