"There is no self" is the granddaddy of fake Buddhist quotes. It has survived so long because of its superficial resemblance to the teaching on anatta, or not-self, which was one of the Buddha's tools for putting an end to clinging. Even though he neither affirmed nor denied the existence of a self, he did talk of the process by which the mind creates many senses of self—what he called "I-making" and "my-making—as it pursues its desires.
In other words, he focused on the karma of selfing. Because clinging lies at the heart of suffering, and because there's clinging in each sense of self, he advised using the perception of not-self as a strategy to dismantle that clinging. Whenever you see yourself identifying with anything stressful and inconstant, you remind yourself that it's not-self: not worth clinging to, not worth calling your self [...]. This helps you let go of it. When you do this thoroughtly enough, it can lead to awakening. In this way, the not-self teaching is an answer—not to the question of whether there's a self, but to the question that the Buddha said lies at the heart of discernment: "What, when I do it, will lead to my long-term welfare and happiness?" […] You find true happiness by letting go.
Thanissaro Bhikku
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