Hinduism has the notion of Ātman. Jainism has a similar notion (same word) and, of course, the Abrahamic faiths (Judaism, Christianity and Islam) are founded on the notion of a soul. If you don’t have the notion of a self these religions just don’t work out. In the Abrahamic faiths the soul is immortal and destined to heaven or hell. In the Hindu based faiths one is working for ones soul to become one with Brahman.
Buddhism starts from a different place by stating that the self can not be found. This is often erroneously referred to as a doctrine of “no-self” but Buddhism is not nihilistic. It doesn’t assert that you don’t exist. It asserts that you can’t be nailed down in reality. Nothing you point to can be called you.
This is a subtle enough concept to be grasped intellectually let alone spiritually i.e. so it becomes core to our world view. This is where the telephone metaphor comes in.
When you are talking with someone on the telephone where does the conversation take place? We have the convenience phrase of “on the phone” but that is just silly. We are not “on” a phone in the sense that we might be on the train or on drugs. We aren’t even using a single phone. There have to be at least two such devices involved and they are connected to this enoromous system of wires and electronics and radio waves that some how mananges to scramble the rapid variations in air pressure in one place and reproduce similar variations in another place.
You can’t point to a telephone conversation. You can’t own it. It is always shared not only with the other person but with the whole system that supports it. A photon whizing down a fibre optic cable is briefly part of the conversation just as a particular word is.
You are just like this. You exist but that sense of self you have is just the same as the sense you have that a telephone conversation is a real solid thing. “on the phone” and “me” are similar conventions we have for talking about somewhat arbitrary chunks of reality. Unfortunately we are emotionally attached to the notion of “me” and that is what causes suffering.