Let's say my friend is in my room and I am out in the kitchen.
At some time I decide to enter my room.
Is it appropriate to say おじゃまします when I am entering my own room?
It is not appropriate to use the phrase in that situation. 「邪魔{じゃま}する」 means "to bother", "to disturb", etc., which one would not be doing when entering one's own room.
A more suitable situation to say it would be like this. Suppose there are your good friend and his/her gf/bf in your room when you are somewhere else. As a joke, you might say 「お邪魔します」 upon entering the room.
Outside of comedy, you will basically never say 「お邪魔します」 in your own home, even including when entering your parents' or sibling's room.
