We try to please and protect the entity called Self

Dynamic stream of consciousness that experiences moment after moment. Accumulation of that experience makes our personal history. That is why we can say there's a person, a continuum of experience that is different from someone else's continuum of experience so it is legitimate to distinguish two streams of experience as to persons. We also have the instant feeling of I when I say "I am hungry", "I am thirsty" or when we awake in the morning, I exist, I am awake. This is a very momentary experience of being there yet we believe there's a enity that remains throughout this experience. Unitary, autonomous. No localization within our mind, it is just a concept. A label that we attach, and that's okay. This stream of consciousness can be called by my name. River is constantly changing but there is a continuity that allows us to call it by name. Bit there's no such entity as the Mississippi that's popping up and saying, I am the Mississippi.

Rough quotes from listening to Happiness: A Guide to Developing Life's Most Important Skill by Matthieu Ricard

"We all have eyes to see, but if we close them and say that the world is in darkness, how can we say that we are living out the true reality of life? If we open our eyes we see the sun is shining brilliantly. In the same way, when we live open-eyed and awake to life, we discover that we are living in the rigorous light of life. All the ideas of our small self are clouds that make the light of the universal self foggy and dull. Doing zazen, we let go of these ideas and open our eyes to the clarity of the vital life of universal self."

Chapter 5 - Zazen and the True Self: Section - The Activity of the Reality of Life, page 83 Opening the Hand of Thought by Zosho Uchiyama

The following are a few quotes from Chapter 6 - The World of Self Unfolds: Section - Interdependence and the Middle Way, page 97 Opening the Hand of Thought by Zosho Uchiyama. This section has helped me understand  Happiness: A Guide to Developing Life's Most Important Skill by Matthieu Ricard. I have listen to it many times. Reading this section that explains the same thing in a different way has really helped my understanding of no self.

To look more deeply into the Buddhist notion of life, we have to take up the teachings of interdependence and the Middle Way. Buddhist teachings explain self as life, and they explain the vivid world self lives in as interdependence, or the Middle Way.

The view that all things exist is one extreme; the view that nothing exists is the other extreme. Being apart from these two extremes, the Tathagata teaches the dharma of the Middle Way: because this exists, that exists; because this arises, that arises. ... Accordingly, what is being said here is that there are no independent substantial entities-that is, no things exist by themselves.

Usually we think of our "self" as an individual independent substance, an enduring existence. ... Not only the appearance of the body, but the inside as well, is gradually being regenerated and transformed; so what does not appear in photographs is also undergoing change. Moreover, the content of my thoughts, which I refer to as I, has also been radically changing, from infancy to childhood, adolescent, maturity, and now in old age. Not just that - even this present I is an unceasing stream of consciousness. Yet, taking momentarily at a given time, we grasp the stream of consciousness as a fixed thing and call it I.

We are as selves quite like the flame of a candle. As wax melts near a lit wick and burns it emits light near the tip of the candle that appears as a more-or-less fixed shape. It is the seemingly unchanging shape that we refer to as flame. What we call I is similar to the flame. Although both body and mind are an unceasing flow, since they preserve what seems to be a constant form we refer to them as I. Actually there is no I existing as some substantial thing; there is only the ceaseless flow. This is true not only of me, it is true of all things. In Buddhism, this truth is expressed as shogyō mujō, the first undeniable reality, that all things are flowing and changing, and shogyō muja, the third undeniable reality, that all things are insubstantial.

Impermanence is ungraspable, but this never implies non-existence. We live within the flow of impermanence, maintaining a temporary form similar to an eddy in the flow of a river. Though the water is always flowing, the eddy, like the flame of the candle, arises out of various conditions as a form that seems to be fixed. That there is this seemingly fixed form that is based on various conditions is interdependence.