One can say such things poetically, but taken literally they make no sense. To say “My self is an illusion” isn’t to offer a proposition. The words are a sentence only in a grammatical sense. Intellectually, it’s just making a noise with your mouth and vocal cords.
That said, there is a sense in which “self” and “illusion” can rightly be juxtaposed. Ludwig Wittgenstein (1889–1951, pictured) is, in my view, the best modern philosopher of mind. His understanding of philosophy was profound. He pointed out that we must be very careful about our language when we contemplate and discuss these subtle topics.
He distinguishes knowledge from mental states.Michael Egnor, “Is it true that there is no self?” at Mind Matters News
You may also enjoy: A reader asks: Does neuroscience disprove free will? Materialists sometimes misrepresent the evidence for free will, especially Benjamin Libet’s work.
How much of neuroscience is an unwitting hoax? Michael Egnor: Philosopher Ludwig Wittgenstein saw that much materialist neuroscience was neither true, nor false, just nonsense. Physicist Alan Sokal hoaxed postmodern journals (the famous Sokal hoax) but materialists like Francis Crick (1916–2004) seem to hoax themselves.+