The self is something that is central to a lot of psychological questions and, in fact, a lot of psychologists have difficulty describing their work without positing the notion of a self. It's such a common daily, profound, indivisible experience for most of us. Some people do manage to achieve states of divided self or anatta, no self, they're really skilled Buddhists. But for the majority of us the self is a very compulsive experience. I happen to think it's an illusion and certainly the neuroscience seems to support that contention. Simply from the logical positions that it's very difficult to, without avoiding some degree of infinite regress, to say a starting point, the trail of thought, just the fractionation of the mind, when we see this happening in neurological conditions. The famous split-brain studies showing that actually we're not integrated entities inside our head, rather we're the output of a multitude of unconscious processes.
Watch the video.I'm not an essentialist. I don't believe that there is a separate entity called the 'self' we possess. However, I do believe that we can talk about a 'self' that arises out of our experiences.