Vacchagotta

Then the wanderer Vacchagotta went to the Blessed One
and, after an exchange of friendly greetings and courtesies, he sat down to one side.
As he was sitting there he asked the Blessed One:
"Now then, Venerable Gotama, is there a self?" (i.e. Realism)
When this was said, the Blessed One was silent.
"Then is there no self?" (i.e. Idealism or Nihilism) said Vacchagotta.
A second time, the Blessed One was silent...

Eventually the Blessed One said this:
"If I were to answer that there is a self, that would be conforming with those priests and contemplatives who are exponents of Eternalism, the view that there is an eternal, unchanging soul.
If I were to answer that there is no self, that would be conforming with those priests and contemplatives who are exponents of Annihilationism, the view that death is the annihilation of consciousness.
If I were to answer that there is a self (Realism), would that be in keeping with the doctrine that all phenomena are not-self?"
"No, lord", answered Vachagotta.
"And if I were to answer that there is no self (Idealism or Nihilism), the bewildered Vacchagotta would become even more bewildered: 'Does the self I used to have now not exist?'"

Only if you think you had it. Only if you have a sense of ownership of self.

-After Nagarjuna