We have a Self

Let me clear up what losing an “I” means:
In “The living thoughts of GOTAMA THE BUDDHA” Presented by Ananda Coomaraswamy and L.B.Horner we find on page 5:
"Finally he (Gotama) taught them the doctrine of liberation resulting from full comprehension and experience of the proposition that of one and all of the constituents of the unstable psycho-physical individuality that men call “I” or “myself” it must be said, “that is not my Self” (na me so atta)---- a proposition that has very often , despite the logic of the words, been mistaken to mean that “there is no Self”.

Page 17: In the whole of the Buddhist canonical literature it is nowhere stated that “there is no Self”.
On the contrary the “Self” is both implicitly and explicitly asserted.
And: Buddha said ,”I have taken refuge in the Self .(Digha-nikaya ii 120)

When we use the pronoun “I” to refer to my “self” we can mean either of three things.
The first “I” (Self 1- -capital “S”) is our awareness. This Self is the observer of all the sense data we receive and the employer of all conscious mental activity we use. Importantly it is also able to abstain from these activities. It is a universally constant attribute in all creatures with our kind of central nervous system.

The second way we use “I” (self 2 small “s”) is to refer to that self which is accessible to the first self and is comprised of a collection of unique data relating to each individual - our experiences, our memories, our prejudices, ambitions, our morals (or lack of them)– the whole of our character and personality - our ego. It is a highly individual, personal, mental construct.

The third way we use the pronoun “I” (self 3) is to refer to the gross physical body which incorporates the other two.

The self we are advised to lose (or is denied existence), is certainly not the Self – Self 1. We need that one to experience anything – it is our original mind – our true face – who we were before we were born. The Tao.
Nor are we referring to self (3) (although we do lose contact with that in meditation).

The self we are advised to lose is self (2); that ever-changing and impermanent self; the mental construct of self. But we lose it not particularly because it does not exist – nor is it an illusion - but because it is a set of ideas and all of those must go in meditation.

All three are valuable concepts in daily life and all three certainly exist, even though 2 and 3 change over time, they are totally real.